+278.4%
FTI vs ROIV
+253.6%
+24.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +18.8% | -20.9% | -4.3% |
| 7D | -0.2% | +20.2% | -20.4% | -2.6% |
| 30D | +12.3% | +14.1% | -1.8% | +10.3% |
| 3M | +13.8% | +45.6% | -31.8% | +7.6% |
| 6M | +24.3% | +44.1% | -19.8% | +17.3% |
| YTD | +75.8% | +91.2% | -15.4% | +56.9% |
| 1Y | +99.6% | +221.3% | -121.7% | +61.1% |
| 3Y | +278.4% | +229.2% | +49.2% | +192.2% |
| All | +278.4% | +253.6% | +24.8% | +192.2% |
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