+176.1%
FTI vs FIVE
+868.1%
-692.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.6% |
| 7D | +5.3% | +4.3% | +1.0% | +4.1% |
| 30D | +15.3% | +12.5% | +2.8% | +11.6% |
| 3M | +15.8% | +31.2% | -15.5% | +7.4% |
| 6M | +22.6% | +14.4% | +8.2% | +16.5% |
| YTD | +79.5% | +33.9% | +45.7% | +63.7% |
| 1Y | +102.0% | +65.1% | +37.0% | +73.6% |
| 3Y | +315.8% | +49.0% | +266.9% | +240.9% |
| 5Y | +1,129.5% | +30.3% | +1,099.2% | +906.8% |
| 10Y | +320.9% | +481.1% | -160.2% | +138.7% |
| All | +176.1% | +868.1% | -692.1% | +46.6% |
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