+310.7%
FTI vs CASY
+468.0%
-157.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -14.2% | +13.8% | +5.1% |
| 7D | -2.3% | -16.5% | +14.2% | +4.2% |
| 30D | +5.0% | -26.4% | +31.4% | +17.6% |
| 3M | +13.8% | -17.3% | +31.1% | +20.3% |
| 6M | +22.9% | -5.2% | +28.1% | +21.9% |
| YTD | +75.0% | +14.1% | +60.9% | +60.2% |
| 1Y | +96.9% | +16.6% | +80.3% | +77.4% |
| 3Y | +276.7% | +163.7% | +113.0% | +126.2% |
| 5Y | +1,157.0% | +231.3% | +925.7% | +557.3% |
| 10Y | +310.7% | +462.9% | -152.2% | +78.6% |
| All | +310.7% | +468.0% | -157.3% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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