+2,159.9%
FTI vs BB
+74.3%
+2,085.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.3% | -5.6% | +10.9% | +6.3% |
| 30D | +15.3% | -11.8% | +27.1% | +17.7% |
| 3M | +15.8% | -25.5% | +41.3% | +20.3% |
| 6M | +22.6% | +121.3% | -98.7% | +3.0% |
| YTD | +79.5% | +103.2% | -23.6% | +53.0% |
| 1Y | +102.0% | +102.6% | -0.6% | +70.7% |
| 3Y | +315.8% | +37.5% | +278.3% | +255.2% |
| 5Y | +1,129.5% | -30.4% | +1,159.9% | +1,046.9% |
| 10Y | +320.9% | 0.0% | +320.9% | +210.3% |
| All | +2,159.9% | +74.3% | +2,085.6% | +1,360.1% |
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