+174.8%
FTI vs AR
+52.4%
+122.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.3% | -2.7% | +0.2% |
| 7D | -3.3% | -5.8% | +2.5% | -1.4% |
| 30D | -7.2% | +4.8% | -12.0% | -8.7% |
| 3M | -12.9% | +1.5% | -14.4% | -13.5% |
| 6M | -7.9% | +4.7% | -12.6% | -9.8% |
| YTD | +45.2% | +9.2% | +36.0% | +38.6% |
| 1Y | +48.1% | +11.2% | +36.9% | +40.2% |
| 3Y | +205.0% | +46.2% | +158.7% | +156.6% |
| 5Y | +838.8% | +98.1% | +740.8% | +590.7% |
| 10Y | +174.8% | +54.5% | +120.3% | +101.7% |
| All | +174.8% | +52.4% | +122.4% | +101.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling