+3,319.5%
V vs FTI
+231.1%
+3,088.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.8% | -3.3% | +4.1% | +1.5% |
| 30D | +9.9% | -7.2% | +17.2% | +11.5% |
| 3M | +17.5% | -12.9% | +30.4% | +20.8% |
| 6M | +33.5% | -7.9% | +41.3% | +34.6% |
| YTD | +21.6% | +45.2% | -23.6% | +9.5% |
| 1Y | +27.6% | +48.1% | -20.5% | +14.2% |
| 3Y | +76.4% | +205.0% | -128.6% | +28.7% |
| 5Y | +103.8% | +838.8% | -735.0% | +5.7% |
| 10Y | +455.5% | +174.8% | +280.7% | +240.6% |
| All | +3,319.5% | +231.1% | +3,088.4% | +1,715.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling