+233.8%
FTI vs AS
+134.9%
+98.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.5% | +2.7% | +3.1% |
| 7D | -7.6% | +6.9% | -14.6% | -8.5% |
| 30D | -7.1% | +16.0% | -23.1% | -9.0% |
| 3M | -8.7% | -12.8% | +4.1% | -7.2% |
| 6M | -14.0% | -15.4% | +1.4% | -12.4% |
| YTD | +42.8% | -15.7% | +58.6% | +44.6% |
| 1Y | +50.4% | +6.1% | +44.3% | +45.6% |
| All | +233.8% | +134.9% | +98.9% | +195.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling