+67.1%
V vs FTI
+1,110.9%
-1,043.8%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.1% | +0.4% | -1.4% |
| 7D | -1.1% | -0.2% | -0.9% | -1.1% |
| 30D | +1.9% | +12.3% | -10.5% | +0.2% |
| 3M | +15.5% | +13.8% | +1.8% | +13.2% |
| 6M | +16.6% | +24.3% | -7.7% | +12.6% |
| YTD | +5.7% | +75.8% | -70.0% | -3.1% |
| 1Y | +8.6% | +99.6% | -91.1% | -2.6% |
| 3Y | +52.5% | +278.4% | -225.9% | +22.7% |
| 5Y | +67.1% | +1,168.7% | -1,101.6% | +7.5% |
| All | +67.1% | +1,110.9% | -1,043.8% | +7.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling