+241.1%
FTI vs AS
+125.3%
+115.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.9% | +2.1% | -0.4% |
| 7D | +5.4% | -3.6% | +9.0% | +5.9% |
| 30D | -8.2% | +3.4% | -11.6% | -8.7% |
| 3M | -13.7% | -8.6% | -5.1% | -12.8% |
| 6M | -11.2% | -10.0% | -1.1% | -10.7% |
| YTD | +46.0% | -19.2% | +65.2% | +48.5% |
| 1Y | +51.8% | -3.8% | +55.6% | +49.3% |
| All | +241.1% | +125.3% | +115.8% | +203.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling