+348.3%
FTI vs FTV
+90.8%
+257.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.4% |
| 7D | +5.3% | -4.5% | +9.8% | +8.6% |
| 30D | +15.3% | -7.1% | +22.4% | +21.2% |
| 3M | +15.8% | -7.2% | +22.9% | +20.6% |
| 6M | +22.6% | -1.5% | +24.1% | +21.5% |
| YTD | +79.5% | +3.5% | +76.1% | +68.6% |
| 1Y | +102.0% | +20.3% | +81.7% | +68.1% |
| 3Y | +315.8% | -3.1% | +318.9% | +298.6% |
| 5Y | +1,129.5% | +2.3% | +1,127.2% | +996.4% |
| 10Y | +320.9% | +76.3% | +244.6% | +178.0% |
| All | +348.3% | +90.8% | +257.5% | +183.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling