+87.9%
VUG vs FTI
+284.3%
-196.4%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | 0.0% |
| 7D | +0.9% | -0.2% | +1.0% | +0.9% |
| 30D | -1.4% | +12.3% | -13.8% | -3.7% |
| 3M | +2.3% | +13.8% | -11.4% | -0.6% |
| 6M | +15.7% | +24.3% | -8.6% | +9.5% |
| YTD | +8.6% | +75.8% | -67.2% | -5.2% |
| 1Y | +14.1% | +99.6% | -85.6% | -3.8% |
| 3Y | +87.9% | +278.4% | -190.5% | +40.5% |
| All | +87.9% | +284.3% | -196.4% | +40.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling