+1,750.9%
FTI vs FFIV
+4,419.9%
-2,669.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.9% | +0.5% | +1.1% |
| 7D | +1.4% | -2.9% | +4.3% | +2.2% |
| 30D | -6.3% | -32.4% | +26.2% | +2.7% |
| 3M | -13.1% | -22.7% | +9.6% | -8.3% |
| 6M | -8.0% | -10.7% | +2.7% | -6.6% |
| YTD | +47.1% | +25.4% | +21.7% | +35.8% |
| 1Y | +50.7% | +34.2% | +16.5% | +36.6% |
| 3Y | +209.0% | +101.2% | +107.8% | +150.1% |
| 5Y | +847.0% | +42.0% | +805.0% | +724.3% |
| 10Y | +184.3% | +126.7% | +57.6% | +119.0% |
| All | +1,750.9% | +4,419.9% | -2,669.0% | +589.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling