+1,775.6%
FTI vs FFIV
+4,266.4%
-2,490.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.7% | +2.7% |
| 7D | +4.3% | -0.5% | +4.9% | +4.4% |
| 30D | -4.7% | -32.4% | +27.7% | +4.4% |
| 3M | -13.5% | -25.7% | +12.2% | -7.8% |
| 6M | -8.7% | -13.5% | +4.8% | -6.6% |
| YTD | +49.0% | +21.1% | +27.9% | +38.8% |
| 1Y | +54.0% | +29.4% | +24.6% | +40.9% |
| 3Y | +211.6% | +94.9% | +116.7% | +154.3% |
| 5Y | +881.9% | +34.7% | +847.1% | +766.0% |
| 10Y | +188.1% | +119.0% | +69.1% | +123.8% |
| All | +1,775.6% | +4,266.4% | -2,490.8% | +604.6% |
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