+184.1%
FTI vs FFIV
+118.6%
+65.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.7% | +3.2% |
| 7D | +4.3% | -0.5% | +4.9% | +4.5% |
| 30D | -4.7% | -32.4% | +27.7% | +11.2% |
| 3M | -13.5% | -25.7% | +12.2% | -4.0% |
| 6M | -8.7% | -13.5% | +4.8% | -6.3% |
| YTD | +49.0% | +21.1% | +27.9% | +28.3% |
| 1Y | +54.0% | +29.4% | +24.6% | +28.1% |
| 3Y | +211.6% | +94.9% | +116.7% | +102.7% |
| 5Y | +881.9% | +34.7% | +847.1% | +653.2% |
| All | +184.1% | +118.6% | +65.5% | +41.0% |
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