+789.5%
FTI vs ROIV
+287.3%
+502.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | +0.4% |
| 7D | -4.3% | +13.3% | -17.6% | -5.3% |
| 30D | -8.0% | +14.8% | -22.8% | -9.1% |
| 3M | -8.0% | +11.9% | -20.0% | -9.1% |
| 6M | -8.7% | +42.4% | -51.1% | -11.8% |
| YTD | +43.9% | +87.4% | -43.5% | +35.2% |
| 1Y | +49.8% | +97.2% | -47.4% | +40.0% |
| 3Y | +211.7% | +375.7% | -164.0% | +170.1% |
| 5Y | +781.6% | +379.0% | +402.5% | +619.2% |
| All | +789.5% | +287.3% | +502.2% | +545.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling