+310.7%
FTI vs CAPR
-77.3%
+387.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.2% | -0.3% |
| 7D | -2.3% | -12.6% | +10.3% | -1.9% |
| 30D | +5.0% | +124.4% | -119.4% | +1.7% |
| 3M | +13.8% | -66.8% | +80.6% | +15.4% |
| 6M | +22.9% | -71.8% | +94.7% | +25.0% |
| YTD | +75.0% | -70.1% | +145.0% | +77.3% |
| 1Y | +96.9% | +33.3% | +63.6% | +75.6% |
| 3Y | +276.7% | +36.7% | +240.0% | +213.4% |
| 5Y | +1,157.0% | +72.5% | +1,084.6% | +903.3% |
| 10Y | +310.7% | -77.3% | +387.9% | +185.5% |
| All | +310.7% | -77.3% | +387.9% | +185.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 10y: compounded portfolio wealth divided by compounded CAPR 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…
10y analysis · Full analysis span regression · 6 months rolling