+121.2%
FTI vs FIVE
+874.1%
-752.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.6% | -4.9% | -0.6% |
| 7D | -4.3% | +6.2% | -10.5% | -5.8% |
| 30D | -8.0% | +18.2% | -26.2% | -12.0% |
| 3M | -8.0% | +3.8% | -11.9% | -9.6% |
| 6M | -8.7% | +13.7% | -22.4% | -13.0% |
| YTD | +43.9% | +34.7% | +9.2% | +30.4% |
| 1Y | +49.8% | +66.6% | -16.8% | +28.3% |
| 3Y | +211.7% | +44.3% | +167.4% | +157.6% |
| 5Y | +781.6% | +18.8% | +762.8% | +641.7% |
| 10Y | +180.2% | +569.2% | -389.0% | +55.2% |
| All | +121.2% | +874.1% | -752.9% | +16.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling