+1,157.0%
FTI vs RVTY
-34.2%
+1,191.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.1% | 0.0% |
| 7D | -2.3% | -5.4% | +3.1% | -1.4% |
| 30D | +5.0% | +6.7% | -1.7% | +3.8% |
| 3M | +13.8% | +19.0% | -5.2% | +9.9% |
| 6M | +22.9% | +34.6% | -11.8% | +15.3% |
| YTD | +75.0% | +28.3% | +46.7% | +65.3% |
| 1Y | +96.9% | +46.0% | +50.8% | +80.5% |
| 3Y | +276.7% | +16.9% | +259.9% | +255.3% |
| 5Y | +1,157.0% | -32.9% | +1,189.9% | +1,112.5% |
| All | +1,157.0% | -34.2% | +1,191.2% | +1,112.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling