+31.4%
FTV vs FGI
+50.2%
-18.7%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.9% | -5.6% | +0.2% |
| 7D | -0.7% | +6.9% | -7.5% | -0.7% |
| 30D | +18.3% | +3.9% | +14.4% | +18.3% |
| 3M | +10.2% | +74.3% | -64.1% | +9.7% |
| 6M | +12.8% | +28.9% | -16.1% | +12.3% |
| YTD | +23.4% | +39.1% | -15.8% | +21.9% |
| 1Y | +31.4% | +49.3% | -17.9% | +29.1% |
| All | +31.4% | +50.2% | -18.7% | +29.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling