+2,159.9%
FTI vs A
+744.3%
+1,415.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.6% |
| 7D | +5.3% | -1.9% | +7.2% | +6.2% |
| 30D | +15.3% | +6.9% | +8.4% | +11.8% |
| 3M | +15.8% | +9.2% | +6.5% | +10.6% |
| 6M | +22.6% | +25.7% | -3.1% | +8.3% |
| YTD | +79.5% | +11.5% | +68.0% | +66.8% |
| 1Y | +102.0% | +18.4% | +83.7% | +81.3% |
| 3Y | +315.8% | +26.6% | +289.2% | +250.1% |
| 5Y | +1,129.5% | -12.8% | +1,142.3% | +1,094.6% |
| 10Y | +320.9% | +247.2% | +73.8% | +112.1% |
| All | +2,159.9% | +744.3% | +1,415.7% | +543.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling