+13.1%
VUG vs FTI
+95.4%
-82.3%
-16.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | -1.7% | +5.0% | -6.7% | -1.8% |
| 3M | +2.8% | +13.8% | -11.0% | +2.2% |
| 6M | +13.6% | +22.9% | -9.3% | +11.3% |
| YTD | +8.1% | +75.0% | -66.9% | +3.7% |
| All | +13.1% | +95.4% | -82.3% | +4.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling