+2,159.9%
FTI vs RVTY
+363.7%
+1,796.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +5.3% | +1.1% | +4.2% | +4.9% |
| 30D | +15.3% | +13.2% | +2.1% | +10.4% |
| 3M | +15.8% | +27.2% | -11.5% | +5.8% |
| 6M | +22.6% | +32.4% | -9.8% | +9.3% |
| YTD | +79.5% | +34.9% | +44.7% | +58.2% |
| 1Y | +102.0% | +52.4% | +49.7% | +69.4% |
| 3Y | +315.8% | +12.3% | +303.5% | +274.4% |
| 5Y | +1,129.5% | -30.8% | +1,160.3% | +1,174.3% |
| 10Y | +320.9% | +150.7% | +170.3% | +156.9% |
| All | +2,159.9% | +363.7% | +1,796.3% | +790.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling