+75.0%
VTI vs FTI
+1,066.8%
-991.8%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.6% |
| 7D | -0.9% | -4.4% | +3.5% | -0.1% |
| 30D | -1.4% | +1.5% | -2.9% | -1.7% |
| 3M | +3.6% | +8.2% | -4.6% | +1.8% |
| 6M | +13.6% | +18.8% | -5.2% | +9.4% |
| YTD | +12.9% | +71.7% | -58.8% | +1.4% |
| 1Y | +17.2% | +90.0% | -72.8% | +3.0% |
| 3Y | +75.7% | +270.5% | -194.8% | +34.8% |
| All | +75.0% | +1,066.8% | -991.8% | +5.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling