+105.2%
FTI vs AR
-27.2%
+132.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.1% |
| 7D | +5.3% | +2.5% | +2.8% | +4.4% |
| 30D | +15.3% | +14.8% | +0.5% | +10.0% |
| 3M | +15.8% | +6.2% | +9.5% | +13.0% |
| 6M | +22.6% | +4.3% | +18.3% | +19.8% |
| YTD | +79.5% | +14.4% | +65.2% | +68.8% |
| 1Y | +102.0% | +21.3% | +80.7% | +85.0% |
| 3Y | +315.8% | +39.8% | +276.0% | +252.6% |
| 5Y | +1,129.5% | +142.1% | +987.4% | +736.7% |
| 10Y | +320.9% | +52.0% | +268.9% | +202.9% |
| All | +105.2% | -27.2% | +132.5% | +85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling