+1,168.7%
FTI vs ARWR
+29.5%
+1,139.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -2.0% |
| 7D | -0.2% | +2.9% | -3.1% | -0.5% |
| 30D | +12.3% | -2.9% | +15.2% | +12.6% |
| 3M | +13.8% | +15.2% | -1.5% | +11.7% |
| 6M | +24.3% | +42.3% | -18.0% | +18.9% |
| YTD | +75.8% | +28.2% | +47.6% | +69.5% |
| 1Y | +99.6% | +213.2% | -113.6% | +73.1% |
| 3Y | +278.4% | +184.6% | +93.8% | +209.9% |
| 5Y | +1,168.7% | +29.2% | +1,139.4% | +1,018.4% |
| All | +1,168.7% | +29.5% | +1,139.1% | +1,018.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling