+349.1%
VT vs FTI
+147.6%
+201.5%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.1% | -2.9% | -0.6% |
| 7D | -2.3% | -7.6% | +5.3% | -0.3% |
| 30D | -5.0% | -7.1% | +2.2% | -3.3% |
| 3M | -4.9% | -8.7% | +3.8% | -3.0% |
| 6M | -1.5% | -14.0% | +12.4% | +1.5% |
| YTD | +8.5% | +42.8% | -34.4% | -3.0% |
| 1Y | +11.4% | +50.4% | -39.0% | -1.9% |
| 3Y | +70.1% | +194.1% | -124.0% | +20.7% |
| 5Y | +53.7% | +775.2% | -721.5% | -24.8% |
| 10Y | +220.0% | +189.2% | +30.8% | +85.4% |
| All | +349.1% | +147.6% | +201.5% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling