+184.3%
FTI vs CASY
+565.2%
-380.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.2% | -0.9% | +0.4% |
| 7D | +1.4% | +5.8% | -4.4% | -0.8% |
| 30D | -6.3% | +10.7% | -16.9% | -10.1% |
| 3M | -13.1% | -13.9% | +0.7% | -8.9% |
| 6M | -8.0% | -18.4% | +10.5% | -2.4% |
| YTD | +47.1% | +29.6% | +17.4% | +27.3% |
| 1Y | +50.7% | +32.8% | +17.9% | +28.6% |
| 3Y | +209.0% | +162.3% | +46.7% | +87.0% |
| 5Y | +847.0% | +265.0% | +582.0% | +373.1% |
| 10Y | +184.3% | +555.4% | -371.1% | +14.2% |
| All | +184.3% | +565.2% | -380.9% | +14.2% |
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