+528.0%
FTI vs RVMD
+636.2%
-108.2%
-71.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | -2.3% | -0.7% | -1.6% | -2.2% |
| 30D | +5.0% | +0.3% | +4.7% | +4.9% |
| 3M | +13.8% | +38.9% | -25.0% | +8.3% |
| 6M | +22.9% | +108.1% | -85.2% | +8.6% |
| YTD | +75.0% | +160.7% | -85.8% | +47.8% |
| 1Y | +96.9% | +407.3% | -310.4% | +48.8% |
| 3Y | +276.7% | +546.6% | -269.8% | +162.6% |
| 5Y | +1,157.0% | +579.8% | +577.2% | +706.8% |
| All | +528.0% | +636.2% | -108.2% | +192.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling