+1,737.6%
FTI vs RVTY
+459.4%
+1,278.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.8% | +0.1% | -0.5% |
| 7D | +5.4% | +4.1% | +1.3% | +4.0% |
| 30D | -8.2% | +1.3% | -9.5% | -8.9% |
| 3M | -13.7% | +33.3% | -47.0% | -22.4% |
| 6M | -11.2% | +58.3% | -69.5% | -25.3% |
| YTD | +46.0% | +62.7% | -16.7% | +19.8% |
| 1Y | +51.8% | +67.2% | -15.4% | +23.2% |
| 3Y | +206.7% | +87.3% | +119.4% | +130.9% |
| 5Y | +862.0% | -13.4% | +875.5% | +817.1% |
| 10Y | +182.3% | +217.2% | -34.9% | +57.8% |
| All | +1,737.6% | +459.4% | +1,278.3% | +574.2% |
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