+85.4%
FTI vs VO
+12.4%
+73.0%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.3% |
| 7D | -5.6% | -2.5% | -3.1% | -4.2% |
| 30D | +0.4% | -3.2% | +3.6% | +2.4% |
| 3M | +8.1% | +3.9% | +4.2% | +5.5% |
| 6M | +16.7% | +9.6% | +7.1% | +9.3% |
| YTD | +70.0% | +11.6% | +58.4% | +57.2% |
| 1Y | +85.4% | +12.6% | +72.8% | +72.1% |
| All | +85.4% | +12.4% | +73.0% | +72.1% |
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