+277.6%
FTI vs VO
+56.0%
+221.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.4% |
| 7D | -2.3% | -0.6% | -1.7% | -1.7% |
| 30D | +5.0% | -1.9% | +7.0% | +7.2% |
| 3M | +13.8% | +3.3% | +10.6% | +9.6% |
| 6M | +22.9% | +9.7% | +13.2% | +10.1% |
| YTD | +75.0% | +12.6% | +62.4% | +51.9% |
| 1Y | +96.9% | +13.6% | +83.2% | +68.6% |
| All | +277.6% | +56.0% | +221.6% | +148.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling