+205.3%
FTI vs VO
+66.5%
+138.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | +5.4% | +2.9% | +2.5% | +2.1% |
| 30D | -8.2% | +1.0% | -9.2% | -9.4% |
| 3M | -13.7% | -1.7% | -12.0% | -12.2% |
| 6M | -11.2% | +6.7% | -17.9% | -18.0% |
| YTD | +46.0% | +14.0% | +32.0% | +23.9% |
| 1Y | +51.8% | +13.7% | +38.1% | +29.2% |
| All | +205.3% | +66.5% | +138.8% | +77.3% |
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