+26.7%
FTV vs FGI
-70.6%
+97.3%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.2% | -7.0% | +7.2% | +0.3% |
| 30D | +15.7% | -4.2% | +19.9% | +15.7% |
| 3M | +7.5% | +55.6% | -48.1% | +6.4% |
| 6M | +8.5% | -3.2% | +11.6% | +7.7% |
| YTD | +18.8% | +29.1% | -10.3% | +16.7% |
| 1Y | +28.5% | +51.0% | -22.4% | +25.7% |
| 3Y | +34.0% | +1.5% | +32.5% | +30.3% |
| All | +26.7% | -70.6% | +97.3% | +26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling