+1,072.7%
FTI vs BB
-29.9%
+1,102.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.5% |
| 7D | -5.6% | -2.1% | -3.5% | -5.4% |
| 30D | +0.4% | -16.0% | +16.4% | +2.4% |
| 3M | +8.1% | -14.5% | +22.6% | +9.1% |
| 6M | +16.7% | +118.6% | -101.9% | +2.8% |
| YTD | +70.0% | +98.9% | -29.0% | +51.5% |
| 1Y | +85.4% | +99.5% | -14.0% | +64.0% |
| 3Y | +265.9% | +65.4% | +200.6% | +221.2% |
| 5Y | +1,072.7% | -27.6% | +1,100.4% | +1,164.7% |
| All | +1,072.7% | -29.9% | +1,102.6% | +1,164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling