+184.1%
FTI vs BB
+21.8%
+162.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.4% | +4.5% | +2.5% |
| 7D | +4.3% | +1.8% | +2.5% | +3.9% |
| 30D | -4.7% | +8.1% | -12.8% | -6.3% |
| 3M | -13.5% | -1.0% | -12.5% | -14.2% |
| 6M | -8.7% | +45.9% | -54.6% | -17.0% |
| YTD | +49.0% | +134.8% | -85.8% | +23.2% |
| 1Y | +54.0% | +104.6% | -50.6% | +30.0% |
| 3Y | +211.6% | +152.8% | +58.8% | +138.5% |
| 5Y | +881.9% | -17.4% | +899.3% | +803.2% |
| All | +184.1% | +21.8% | +162.4% | +77.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BB.
Daily Out/Under-Performance
Portfolio return minus BB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BB 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 BB 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