+1,906.5%
FTI vs VO
+827.2%
+1,079.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | 0.0% |
| 7D | +5.3% | -0.3% | +5.5% | +5.6% |
| 30D | +15.3% | -0.3% | +15.7% | +15.8% |
| 3M | +15.8% | +2.9% | +12.8% | +11.1% |
| 6M | +22.6% | +9.3% | +13.2% | +8.3% |
| YTD | +79.5% | +14.2% | +65.4% | +49.9% |
| 1Y | +102.0% | +15.3% | +86.8% | +66.1% |
| 3Y | +315.8% | +56.2% | +259.6% | +131.4% |
| 5Y | +1,129.5% | +42.4% | +1,087.1% | +662.5% |
| 10Y | +320.9% | +194.7% | +126.2% | +9.9% |
| All | +1,906.5% | +827.2% | +1,079.3% | +44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling