+1,072.7%
FTI vs FTV
-3.0%
+1,075.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -1.7% |
| 7D | -5.6% | -5.2% | -0.4% | -3.1% |
| 30D | +0.4% | -11.5% | +11.9% | +6.5% |
| 3M | +8.1% | -9.0% | +17.2% | +12.5% |
| 6M | +16.7% | -2.0% | +18.7% | +16.2% |
| YTD | +70.0% | -0.9% | +70.9% | +66.2% |
| 1Y | +85.4% | +14.8% | +70.6% | +65.8% |
| 3Y | +265.9% | -5.5% | +271.4% | +260.3% |
| 5Y | +1,072.7% | -1.9% | +1,074.6% | +979.4% |
| All | +1,072.7% | -3.0% | +1,075.7% | +979.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV 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 5y: compounded portfolio wealth divided by compounded FTV 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…
5y analysis · Full analysis span regression · 6 months rolling