+211.7%
FTI vs CAPR
+242.0%
-30.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +9.4% | -8.7% | +0.6% |
| 7D | -4.3% | +36.0% | -40.4% | -4.7% |
| 30D | -8.0% | +25.8% | -33.8% | -8.3% |
| 3M | -8.0% | +140.8% | -148.9% | -9.4% |
| 6M | -8.7% | -67.6% | +58.9% | -8.3% |
| YTD | +43.9% | -65.9% | +109.8% | +44.2% |
| 1Y | +49.8% | +66.1% | -16.3% | +44.0% |
| 3Y | +211.7% | +256.9% | -45.2% | +164.9% |
| All | +211.7% | +242.0% | -30.3% | +164.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling