+1,737.6%
FTI vs A
+869.7%
+867.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.3% |
| 7D | +5.4% | +0.7% | +4.7% | +5.0% |
| 30D | -8.2% | +0.8% | -9.0% | -8.7% |
| 3M | -13.7% | +16.9% | -30.6% | -19.9% |
| 6M | -11.2% | +53.8% | -64.9% | -28.1% |
| YTD | +46.0% | +28.1% | +17.9% | +27.0% |
| 1Y | +51.8% | +15.0% | +36.7% | +38.4% |
| 3Y | +206.7% | +63.1% | +143.6% | +130.3% |
| 5Y | +862.0% | +11.5% | +850.6% | +734.2% |
| 10Y | +182.3% | +303.2% | -120.9% | +32.7% |
| All | +1,737.6% | +869.7% | +867.9% | +389.6% |
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