+297.5%
FTI vs FIVE
+475.1%
-177.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.7% | -2.8% | -2.3% |
| 7D | -0.2% | +3.7% | -3.9% | -1.3% |
| 30D | +12.3% | +4.0% | +8.4% | +10.7% |
| 3M | +13.8% | +36.2% | -22.5% | +3.4% |
| 6M | +24.3% | +18.0% | +6.3% | +16.2% |
| YTD | +75.8% | +34.9% | +40.9% | +57.8% |
| 1Y | +99.6% | +67.9% | +31.7% | +67.0% |
| 3Y | +278.4% | +57.3% | +221.1% | +196.4% |
| 5Y | +1,168.7% | +39.5% | +1,129.2% | +883.2% |
| 10Y | +297.5% | +496.4% | -198.9% | +104.9% |
| All | +297.5% | +475.1% | -177.6% | +104.9% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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