+1,157.0%
FTI vs A
-16.2%
+1,173.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.4% | +1.0% | -0.1% |
| 7D | -2.3% | -4.4% | +2.1% | -1.2% |
| 30D | +5.0% | -2.7% | +7.7% | +5.7% |
| 3M | +13.8% | +7.0% | +6.8% | +11.5% |
| 6M | +22.9% | +24.6% | -1.7% | +14.3% |
| YTD | +75.0% | +7.0% | +68.0% | +70.5% |
| 1Y | +96.9% | +15.6% | +81.3% | +86.2% |
| 3Y | +276.7% | +29.9% | +246.8% | +231.4% |
| 5Y | +1,157.0% | -15.4% | +1,172.4% | +1,034.1% |
| All | +1,157.0% | -16.2% | +1,173.3% | +1,034.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling