+248.2%
FTI vs AS
+123.4%
+124.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.2% |
| 7D | +4.3% | -4.9% | +9.2% | +4.9% |
| 30D | -4.7% | +3.9% | -8.5% | -5.3% |
| 3M | -13.5% | -9.6% | -3.9% | -12.6% |
| 6M | -8.7% | -8.7% | -0.1% | -8.4% |
| YTD | +49.0% | -19.8% | +68.8% | +51.7% |
| 1Y | +54.0% | -1.5% | +55.6% | +50.8% |
| All | +248.2% | +123.4% | +124.7% | +210.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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