+2,544.2%
FTI vs BG
+1,181.2%
+1,363.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.3% | +0.5% | -2.9% | -2.7% |
| 30D | +5.0% | +10.3% | -5.3% | -0.3% |
| 3M | +13.8% | -1.9% | +15.7% | +14.3% |
| 6M | +22.9% | +5.2% | +17.6% | +18.6% |
| YTD | +75.0% | +41.2% | +33.8% | +45.6% |
| 1Y | +96.9% | +50.5% | +46.4% | +56.9% |
| 3Y | +276.7% | +19.9% | +256.8% | +228.6% |
| 5Y | +1,157.0% | +86.7% | +1,070.3% | +771.2% |
| 10Y | +310.7% | +167.5% | +143.2% | +129.3% |
| All | +2,544.2% | +1,181.2% | +1,363.0% | +979.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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