+184.1%
FTI vs RVTY
+211.6%
-27.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.7% | +2.5% |
| 7D | +4.3% | -0.5% | +4.8% | +4.4% |
| 30D | -4.7% | +1.5% | -6.2% | -5.3% |
| 3M | -13.5% | +31.5% | -45.0% | -20.5% |
| 6M | -8.7% | +62.7% | -71.4% | -21.6% |
| YTD | +49.0% | +60.0% | -11.0% | +27.0% |
| 1Y | +54.0% | +65.7% | -11.7% | +29.7% |
| 3Y | +211.6% | +85.2% | +126.4% | +144.5% |
| 5Y | +881.9% | -14.9% | +896.8% | +875.3% |
| All | +184.1% | +211.6% | -27.5% | +36.5% |
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