+948.7%
VTI vs FTI
+2,107.5%
-1,158.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.4% |
| 7D | -0.4% | -2.3% | +2.0% | +0.2% |
| 30D | -1.6% | +5.0% | -6.6% | -2.8% |
| 3M | +3.6% | +13.8% | -10.3% | -0.1% |
| 6M | +13.0% | +22.9% | -9.9% | +6.5% |
| YTD | +12.7% | +75.0% | -62.3% | -2.8% |
| 1Y | +18.4% | +96.9% | -78.5% | -1.2% |
| 3Y | +76.4% | +276.7% | -200.3% | +22.1% |
| 5Y | +73.7% | +1,157.0% | -1,083.3% | -16.2% |
| 10Y | +302.5% | +310.7% | -8.2% | +122.7% |
| All | +948.7% | +2,107.5% | -1,158.8% | +203.7% |
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