+1,036.2%
FTI vs BR
+8.0%
+1,028.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -4.4% | -3.0% | -1.4% | -3.5% |
| 30D | +1.5% | -0.3% | +1.8% | +1.4% |
| 3M | +8.2% | +17.3% | -9.1% | +2.4% |
| 6M | +18.8% | -6.7% | +25.5% | +21.3% |
| YTD | +71.7% | -23.4% | +95.1% | +88.9% |
| 1Y | +90.0% | -32.7% | +122.7% | +121.3% |
| 3Y | +270.5% | -5.9% | +276.4% | +276.2% |
| All | +1,036.2% | +8.0% | +1,028.2% | +973.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling