+981.8%
FTI vs ROIV
+298.2%
+683.6%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.5% |
| 7D | -2.3% | +22.3% | -24.7% | -4.0% |
| 30D | +5.0% | +16.9% | -11.8% | +3.6% |
| 3M | +13.8% | +43.9% | -30.1% | +10.2% |
| 6M | +22.9% | +41.6% | -18.7% | +18.8% |
| YTD | +75.0% | +92.7% | -17.7% | +64.2% |
| 1Y | +96.9% | +210.2% | -113.3% | +77.0% |
| 3Y | +276.7% | +231.8% | +44.9% | +233.0% |
| 5Y | +1,157.0% | +319.8% | +837.2% | +853.6% |
| All | +981.8% | +298.2% | +683.6% | +684.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 10y: compounded portfolio wealth divided by compounded ROIV 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…
10y analysis · Full analysis span regression · 6 months rolling