+863.4%
FTI vs VO
+36.2%
+827.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | +0.2% |
| 7D | +5.4% | +2.9% | +2.5% | +2.3% |
| 30D | -8.2% | +1.0% | -9.2% | -9.3% |
| 3M | -13.7% | -1.7% | -12.0% | -12.3% |
| 6M | -11.2% | +6.7% | -17.9% | -17.4% |
| YTD | +46.0% | +14.0% | +32.0% | +26.3% |
| 1Y | +51.8% | +13.7% | +38.1% | +31.6% |
| 3Y | +206.7% | +65.8% | +140.9% | +83.5% |
| All | +863.4% | +36.2% | +827.2% | +646.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling