+295.8%
FTI vs BB
+1.6%
+294.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.7% |
| 7D | -4.4% | -0.4% | -4.0% | -4.3% |
| 30D | +1.5% | -12.5% | +14.0% | +3.6% |
| 3M | +8.2% | -17.4% | +25.6% | +10.3% |
| 6M | +18.8% | +119.1% | -100.3% | +0.3% |
| YTD | +71.7% | +102.4% | -30.7% | +46.8% |
| 1Y | +90.0% | +98.2% | -8.1% | +61.6% |
| 3Y | +270.5% | +46.9% | +223.6% | +216.1% |
| 5Y | +1,084.5% | -26.4% | +1,110.9% | +1,012.9% |
| All | +295.8% | +1.6% | +294.2% | +158.9% |
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