+211.6%
FTI vs FIVE
+40.0%
+171.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.1% |
| 7D | +4.3% | +2.7% | +1.7% | +4.0% |
| 30D | -4.7% | +12.7% | -17.3% | -6.1% |
| 3M | -13.5% | +2.1% | -15.6% | -14.0% |
| 6M | -8.7% | +17.5% | -26.2% | -11.3% |
| YTD | +49.0% | +31.0% | +18.0% | +41.9% |
| 1Y | +54.0% | +67.7% | -13.7% | +41.5% |
| 3Y | +211.6% | +43.4% | +168.2% | +146.1% |
| All | +211.6% | +40.0% | +171.7% | +146.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling