+184.3%
FTI vs FFIV
+130.1%
+54.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +0.9% |
| 7D | +1.4% | -2.9% | +4.3% | +2.7% |
| 30D | -6.3% | -32.4% | +26.2% | +9.4% |
| 3M | -13.1% | -22.7% | +9.6% | -5.3% |
| 6M | -8.0% | -10.7% | +2.7% | -6.8% |
| YTD | +47.1% | +25.4% | +21.7% | +24.8% |
| 1Y | +50.7% | +34.2% | +16.5% | +23.4% |
| 3Y | +209.0% | +101.2% | +107.8% | +98.3% |
| 5Y | +847.0% | +42.0% | +805.0% | +607.8% |
| 10Y | +184.3% | +126.7% | +57.6% | +38.7% |
| All | +184.3% | +130.1% | +54.2% | +38.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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