+1,168.7%
FTI vs CAPR
+87.6%
+1,081.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.6% | +1.5% | -2.0% |
| 7D | -0.2% | -9.5% | +9.3% | 0.0% |
| 30D | +12.3% | +121.5% | -109.2% | +10.6% |
| 3M | +13.8% | -65.4% | +79.1% | +14.4% |
| 6M | +24.3% | -67.5% | +91.8% | +25.0% |
| YTD | +75.8% | -68.6% | +144.4% | +76.7% |
| 1Y | +99.6% | +42.7% | +57.0% | +89.5% |
| 3Y | +278.4% | +43.4% | +235.1% | +231.0% |
| 5Y | +1,168.7% | +86.0% | +1,082.7% | +874.1% |
| All | +1,168.7% | +87.6% | +1,081.1% | +874.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling