+516.1%
FTI vs RVMD
+622.3%
-106.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +1.0% |
| 7D | -4.4% | -3.0% | -1.4% | -4.0% |
| 30D | +1.5% | -0.7% | +2.2% | +1.5% |
| 3M | +8.2% | +36.5% | -28.3% | +3.2% |
| 6M | +18.8% | +104.6% | -85.8% | +5.3% |
| YTD | +71.7% | +155.8% | -84.2% | +45.4% |
| 1Y | +90.0% | +340.7% | -250.6% | +47.2% |
| 3Y | +270.5% | +519.9% | -249.4% | +160.0% |
| 5Y | +1,084.5% | +584.9% | +499.6% | +657.4% |
| All | +516.1% | +622.3% | -106.2% | +188.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVMD.
Daily Out/Under-Performance
Portfolio return minus RVMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVMD 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 RVMD 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