+295.8%
FTI vs RVTY
+145.6%
+150.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.8% | -1.8% | +0.2% |
| 7D | -4.4% | -4.5% | +0.2% | -3.1% |
| 30D | +1.5% | +5.5% | -4.0% | -0.1% |
| 3M | +8.2% | +22.5% | -14.3% | +1.5% |
| 6M | +18.8% | +38.9% | -20.1% | +6.4% |
| YTD | +71.7% | +28.7% | +42.9% | +56.5% |
| 1Y | +90.0% | +45.5% | +44.6% | +65.9% |
| 3Y | +270.5% | +16.4% | +254.1% | +235.9% |
| 5Y | +1,084.5% | -32.7% | +1,117.3% | +1,165.5% |
| All | +295.8% | +145.6% | +150.2% | +116.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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