+54.0%
FTI vs VO
+14.1%
+39.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +4.3% | +3.1% | +1.2% | +2.5% |
| 30D | -4.7% | +2.2% | -6.9% | -6.0% |
| 3M | -13.5% | -2.5% | -11.0% | -12.1% |
| 6M | -8.7% | +7.0% | -15.7% | -12.6% |
| YTD | +49.0% | +14.0% | +35.0% | +33.7% |
| 1Y | +54.0% | +15.6% | +38.4% | +36.8% |
| All | +54.0% | +14.1% | +39.9% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling