+1,775.6%
FTI vs BB
+101.5%
+1,674.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 3M | -13.5% | -1.0% | -12.5% | -14.3% |
| 6M | -8.7% | +45.9% | -54.6% | -17.2% |
| YTD | +49.0% | +134.8% | -85.8% | +22.7% |
| 1Y | +54.0% | +104.6% | -50.6% | +29.5% |
| 3Y | +211.6% | +152.8% | +58.8% | +137.8% |
| 5Y | +881.9% | -17.4% | +899.3% | +784.0% |
| 10Y | +188.1% | +22.4% | +165.7% | +103.2% |
| All | +1,775.6% | +101.5% | +1,674.0% | +1,070.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling