+300.8%
FTI vs CBOE
+1,003.5%
-702.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-10.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.4% | -2.3% |
| 7D | -5.6% | -3.7% | -1.9% | -4.3% |
| 30D | +0.4% | +2.0% | -1.6% | -0.5% |
| 3M | +8.1% | -4.2% | +12.4% | +9.0% |
| 6M | +16.7% | +1.2% | +15.5% | +13.9% |
| YTD | +70.0% | +15.4% | +54.6% | +57.1% |
| 1Y | +85.4% | +23.5% | +61.9% | +66.4% |
| 3Y | +265.9% | +93.2% | +172.7% | +163.5% |
| 5Y | +1,072.7% | +142.0% | +930.8% | +654.9% |
| 10Y | +298.9% | +379.2% | -80.3% | +99.2% |
| All | +300.8% | +1,003.5% | -702.7% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 1990-01-01 to 2026-09-10: compounded portfolio wealth divided by compounded CBOE 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…
1990-01-01 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling