+10.4%
FTV vs FGI
-70.4%
+80.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +7.5% | -8.5% | -1.0% |
| 7D | -4.5% | +0.5% | -5.0% | -4.5% |
| 30D | -7.1% | +65.4% | -72.5% | -8.1% |
| 3M | -7.2% | +23.5% | -30.7% | -8.0% |
| 6M | -1.5% | +60.5% | -62.0% | -3.4% |
| YTD | +3.5% | +30.0% | -26.5% | +1.7% |
| 1Y | +20.3% | +82.1% | -61.7% | +16.4% |
| 3Y | -3.1% | -4.4% | +1.3% | -5.4% |
| All | +10.4% | -70.4% | +80.7% | +10.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling