+211.6%
FTI vs ROIV
+357.5%
-145.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.2% | +2.2% |
| 7D | +4.3% | +1.7% | +2.6% | +4.1% |
| 30D | -4.7% | +17.6% | -22.2% | -6.8% |
| 3M | -13.5% | +9.0% | -22.5% | -14.9% |
| 6M | -8.7% | +35.3% | -44.0% | -14.1% |
| YTD | +49.0% | +82.2% | -33.2% | +29.8% |
| 1Y | +54.0% | +92.3% | -38.2% | +32.0% |
| 3Y | +211.6% | +336.8% | -125.2% | +115.2% |
| All | +211.6% | +357.5% | -145.9% | +115.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling