+1,157.0%
FTI vs BEN
+40.0%
+1,117.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.5% | +1.1% | +0.1% |
| 7D | -2.3% | +3.4% | -5.7% | -3.6% |
| 30D | +5.0% | +1.8% | +3.2% | +4.2% |
| 3M | +13.8% | +8.4% | +5.5% | +9.6% |
| 6M | +22.9% | +35.6% | -12.7% | +7.2% |
| YTD | +75.0% | +46.4% | +28.6% | +47.2% |
| 1Y | +96.9% | +46.3% | +50.6% | +65.0% |
| 3Y | +276.7% | +54.6% | +222.1% | +195.1% |
| 5Y | +1,157.0% | +39.4% | +1,117.6% | +907.9% |
| All | +1,157.0% | +40.0% | +1,117.0% | +907.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling