+277.6%
FTI vs BB
+66.7%
+211.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | -0.3% |
| 7D | -2.3% | +1.8% | -4.2% | -2.5% |
| 30D | +5.0% | -12.2% | +17.3% | +6.0% |
| 3M | +13.8% | -12.3% | +26.2% | +14.1% |
| 6M | +22.9% | +122.7% | -99.8% | +12.7% |
| YTD | +75.0% | +104.5% | -29.5% | +61.6% |
| 1Y | +96.9% | +106.7% | -9.8% | +80.5% |
| All | +277.6% | +66.7% | +211.0% | +243.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling