+291.9%
FTI vs A
+247.2%
+44.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.1% | -1.7% | -2.4% |
| 7D | -5.6% | -4.6% | -1.0% | -3.8% |
| 30D | +0.4% | -4.3% | +4.7% | +2.1% |
| 3M | +8.1% | +8.9% | -0.8% | +3.7% |
| 6M | +16.7% | +24.5% | -7.8% | +4.0% |
| YTD | +70.0% | +5.8% | +64.2% | +62.6% |
| 1Y | +85.4% | +16.2% | +69.2% | +68.5% |
| 3Y | +265.9% | +28.5% | +237.5% | +202.6% |
| 5Y | +1,072.7% | -16.3% | +1,089.1% | +1,089.2% |
| All | +291.9% | +247.2% | +44.7% | +87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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