+303.4%
FTI vs ARWR
+1,078.7%
-775.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.5% | -0.1% |
| 7D | -2.3% | -3.2% | +0.9% | -2.0% |
| 30D | +5.0% | -6.5% | +11.5% | +5.8% |
| 3M | +13.8% | +12.7% | +1.2% | +11.7% |
| 6M | +22.9% | +36.2% | -13.3% | +17.3% |
| YTD | +75.0% | +24.5% | +50.5% | +68.4% |
| 1Y | +96.9% | +198.0% | -101.1% | +68.7% |
| 3Y | +276.7% | +176.4% | +100.4% | +207.7% |
| 5Y | +1,157.0% | +26.6% | +1,130.5% | +983.9% |
| All | +303.4% | +1,078.7% | -775.3% | +195.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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