+847.0%
FTI vs ACI
-41.8%
+888.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.5% |
| 7D | +1.4% | -5.3% | +6.7% | +2.1% |
| 30D | -6.3% | +5.0% | -11.3% | -7.0% |
| 3M | -13.1% | +7.5% | -20.7% | -14.2% |
| 6M | -8.0% | -16.0% | +8.0% | -6.2% |
| YTD | +47.1% | -20.6% | +67.7% | +50.8% |
| 1Y | +50.7% | -23.5% | +74.2% | +55.6% |
| 3Y | +209.0% | -32.1% | +241.1% | +225.4% |
| 5Y | +847.0% | -42.5% | +889.5% | +888.9% |
| All | +847.0% | -41.8% | +888.8% | +888.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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