+211.6%
FTI vs BEN
+86.4%
+125.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +1.9% |
| 7D | +4.3% | +6.8% | -2.5% | +2.5% |
| 30D | -4.7% | +18.0% | -22.6% | -8.9% |
| 3M | -13.5% | +7.5% | -21.0% | -15.3% |
| 6M | -8.7% | +14.7% | -23.4% | -12.6% |
| YTD | +49.0% | +56.1% | -7.1% | +28.7% |
| 1Y | +54.0% | +69.6% | -15.6% | +29.3% |
| 3Y | +211.6% | +87.7% | +123.9% | +152.9% |
| All | +211.6% | +86.4% | +125.3% | +152.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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