+310.7%
FTI vs FFIV
+239.4%
+71.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.9% | -4.3% | -2.2% |
| 7D | -2.3% | +3.5% | -5.8% | -3.9% |
| 30D | +5.0% | -1.3% | +6.3% | +5.3% |
| 3M | +13.8% | +2.4% | +11.5% | +11.7% |
| 6M | +22.9% | +41.8% | -18.9% | +2.9% |
| YTD | +75.0% | +58.5% | +16.5% | +37.7% |
| 1Y | +96.9% | +24.3% | +72.5% | +72.3% |
| 3Y | +276.7% | +152.0% | +124.7% | +126.1% |
| 5Y | +1,157.0% | +99.1% | +1,057.9% | +715.8% |
| 10Y | +310.7% | +242.8% | +67.9% | +89.9% |
| All | +310.7% | +239.4% | +71.3% | +89.9% |
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