+99.1%
V vs FTI
+776.4%
-677.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | +2.2% | -7.6% | +9.8% | +3.1% |
| 30D | +13.6% | -7.1% | +20.7% | +14.4% |
| 3M | +14.3% | -8.7% | +23.0% | +15.2% |
| 6M | +33.1% | -14.0% | +47.1% | +34.9% |
| YTD | +21.2% | +42.8% | -21.6% | +14.0% |
| 1Y | +26.4% | +50.4% | -23.9% | +17.9% |
| 3Y | +77.6% | +194.1% | -116.5% | +48.0% |
| All | +99.1% | +776.4% | -677.3% | +39.9% |
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