+184.1%
FTI vs VO
+197.6%
-13.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.0% |
| 7D | +4.3% | +3.1% | +1.2% | +0.2% |
| 30D | -4.7% | +2.2% | -6.9% | -7.6% |
| 3M | -13.5% | -2.5% | -11.0% | -11.0% |
| 6M | -8.7% | +7.0% | -15.7% | -17.0% |
| YTD | +49.0% | +14.0% | +35.0% | +24.1% |
| 1Y | +54.0% | +15.6% | +38.4% | +25.8% |
| 3Y | +211.6% | +66.2% | +145.4% | +58.5% |
| 5Y | +881.9% | +36.6% | +845.2% | +547.3% |
| All | +184.1% | +197.6% | -13.5% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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