+31.7%
FTV vs FGI
-74.8%
+106.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -25.2% | +25.3% | +0.3% |
| 7D | +3.9% | -14.4% | +18.3% | +4.0% |
| 30D | +18.7% | -11.8% | +30.4% | +18.7% |
| 3M | +10.0% | -46.2% | +56.3% | +10.5% |
| 6M | +14.6% | +5.2% | +9.4% | +13.6% |
| YTD | +23.4% | +10.5% | +12.9% | +21.4% |
| 1Y | +31.3% | +25.5% | +5.8% | +28.6% |
| 3Y | +39.8% | -16.0% | +55.8% | +36.4% |
| All | +31.7% | -74.8% | +106.5% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling