+123.2%
FTI vs FIVE
+873.2%
-750.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.3% | +7.3% | -10.6% | -5.1% |
| 30D | -7.2% | +18.1% | -25.3% | -11.2% |
| 3M | -12.9% | +7.7% | -20.6% | -15.1% |
| 6M | -7.9% | +13.6% | -21.5% | -12.2% |
| YTD | +45.2% | +34.6% | +10.6% | +31.6% |
| 1Y | +48.1% | +66.2% | -18.2% | +26.9% |
| 3Y | +205.0% | +43.5% | +161.5% | +152.5% |
| 5Y | +838.8% | +20.7% | +818.2% | +685.9% |
| 10Y | +174.8% | +541.5% | -366.7% | +53.1% |
| All | +123.2% | +873.2% | -750.0% | +17.8% |
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