+54.6%
FTI vs BR
-14.2%
+68.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.4% | -2.7% |
| 7D | -9.7% | +7.0% | -16.6% | -8.4% |
| 30D | -8.2% | +19.0% | -27.2% | -5.4% |
| 3M | -7.8% | +13.1% | -20.9% | -5.8% |
| 6M | -13.4% | +24.6% | -38.1% | -9.3% |
| YTD | +45.1% | -13.6% | +58.7% | +47.8% |
| 1Y | +54.6% | -13.1% | +67.7% | +58.4% |
| All | +54.6% | -14.2% | +68.8% | +58.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BR.
Daily Out/Under-Performance
Portfolio return minus BR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BR 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 1y: compounded portfolio wealth divided by compounded BR 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…
1y analysis · Full analysis span regression · 6 months rolling