+594.8%
FTI vs BR
+1,281.7%
-686.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.3% |
| 7D | -2.3% | -5.0% | +2.7% | +0.5% |
| 30D | +5.0% | -2.5% | +7.5% | +6.2% |
| 3M | +13.8% | +13.5% | +0.4% | +4.4% |
| 6M | +22.9% | -9.4% | +32.3% | +27.1% |
| YTD | +75.0% | -23.3% | +98.3% | +97.2% |
| 1Y | +96.9% | -31.6% | +128.5% | +137.2% |
| 3Y | +276.7% | -5.1% | +281.8% | +268.0% |
| 5Y | +1,157.0% | +8.2% | +1,148.8% | +996.3% |
| 10Y | +310.7% | +189.8% | +120.8% | +79.3% |
| All | +594.8% | +1,281.7% | -686.9% | -7.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling