+295.8%
FTI vs AZO
+296.8%
-1.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.1% |
| 7D | -4.4% | -3.6% | -0.8% | -3.2% |
| 30D | +1.5% | -5.6% | +7.0% | +3.3% |
| 3M | +8.2% | -6.6% | +14.8% | +10.0% |
| 6M | +18.8% | -22.5% | +41.3% | +28.2% |
| YTD | +71.7% | -15.2% | +86.9% | +78.5% |
| 1Y | +90.0% | -33.9% | +124.0% | +116.0% |
| 3Y | +270.5% | +11.8% | +258.7% | +235.9% |
| 5Y | +1,084.5% | +85.5% | +999.0% | +747.9% |
| All | +295.8% | +296.8% | -1.0% | +123.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 AZO 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