+414.3%
VUG vs FTI
+305.3%
+109.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.8% |
| 7D | -0.5% | -4.4% | +3.9% | +0.2% |
| 30D | -1.0% | +1.5% | -2.4% | -1.2% |
| 3M | +3.5% | +8.2% | -4.7% | +1.9% |
| 6M | +14.2% | +18.8% | -4.6% | +10.4% |
| YTD | +8.5% | +71.7% | -63.2% | -1.5% |
| 1Y | +12.9% | +90.0% | -77.2% | +0.5% |
| 3Y | +85.6% | +270.5% | -184.9% | +46.2% |
| 5Y | +78.1% | +1,084.5% | -1,006.4% | +13.0% |
| All | +414.3% | +305.3% | +109.1% | +249.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling