+2,926.4%
V vs FTI
+309.5%
+2,616.9%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -1.7% | +5.3% | -7.0% | -2.9% |
| 30D | +2.0% | +15.3% | -13.4% | -1.5% |
| 3M | +17.4% | +15.8% | +1.6% | +12.8% |
| 6M | +17.5% | +22.6% | -5.1% | +11.0% |
| YTD | +7.6% | +79.5% | -72.0% | -7.5% |
| 1Y | +7.7% | +102.0% | -94.3% | -10.3% |
| 3Y | +54.7% | +315.8% | -261.2% | +4.8% |
| 5Y | +73.0% | +1,129.5% | -1,056.5% | -16.1% |
| 10Y | +390.9% | +320.9% | +69.9% | +168.2% |
| All | +2,926.4% | +309.5% | +2,616.9% | +1,434.6% |
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