+1,456.2%
FTI vs ACI
+25.9%
+1,430.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.3% |
| 7D | +5.3% | +0.2% | +5.1% | +5.2% |
| 30D | +15.3% | +5.9% | +9.4% | +14.5% |
| 3M | +15.8% | -19.8% | +35.5% | +18.4% |
| 6M | +22.6% | -24.7% | +47.3% | +26.3% |
| YTD | +79.5% | -24.4% | +103.9% | +84.6% |
| 1Y | +102.0% | -31.5% | +133.5% | +110.5% |
| 3Y | +315.8% | -38.7% | +354.5% | +339.4% |
| 5Y | +1,129.5% | -42.8% | +1,172.3% | +1,187.2% |
| All | +1,456.2% | +25.9% | +1,430.3% | +1,586.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling