+270.5%
FTI vs AU
+577.5%
-307.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +1.0% |
| 7D | -4.4% | -4.3% | -0.1% | -4.1% |
| 30D | +1.5% | +7.3% | -5.8% | +0.8% |
| 3M | +8.2% | +26.3% | -18.1% | +5.8% |
| 6M | +18.8% | +1.8% | +17.1% | +17.8% |
| YTD | +71.7% | +26.8% | +44.9% | +66.1% |
| 1Y | +90.0% | +66.7% | +23.4% | +78.2% |
| 3Y | +270.5% | +579.1% | -308.6% | +197.3% |
| All | +270.5% | +577.5% | -307.0% | +197.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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