+484.0%
V vs FTI
+189.4%
+294.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.1% | -0.8% | +0.9% |
| 7D | +0.9% | +4.3% | -3.4% | +0.2% |
| 30D | +9.0% | -4.7% | +13.6% | +9.6% |
| 3M | +16.7% | -13.5% | +30.2% | +19.3% |
| 6M | +33.4% | -8.7% | +42.1% | +34.6% |
| YTD | +22.4% | +49.0% | -26.7% | +12.4% |
| 1Y | +27.7% | +54.0% | -26.3% | +16.5% |
| 3Y | +78.0% | +211.6% | -133.6% | +39.4% |
| 5Y | +108.5% | +881.9% | -773.4% | +25.0% |
| All | +484.0% | +189.4% | +294.6% | +264.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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