+239.2%
FTI vs AS
+137.8%
+101.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.1% |
| 7D | -3.3% | +4.5% | -7.8% | -3.8% |
| 30D | -7.2% | +13.2% | -20.4% | -8.8% |
| 3M | -12.9% | -11.9% | -1.0% | -11.5% |
| 6M | -7.9% | -11.6% | +3.7% | -6.9% |
| YTD | +45.2% | -14.7% | +59.9% | +46.7% |
| 1Y | +48.1% | +5.7% | +42.4% | +43.5% |
| All | +239.2% | +137.8% | +101.4% | +200.2% |
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