+1,036.2%
FTI vs CBOE
+136.7%
+899.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.2% | +3.2% | +1.3% |
| 7D | -4.4% | -5.8% | +1.4% | -3.6% |
| 30D | +1.5% | -3.1% | +4.6% | +1.8% |
| 3M | +8.2% | -4.8% | +13.0% | +8.6% |
| 6M | +18.8% | -0.6% | +19.4% | +18.2% |
| YTD | +71.7% | +12.8% | +58.9% | +66.9% |
| 1Y | +90.0% | +19.8% | +70.3% | +82.7% |
| 3Y | +270.5% | +86.9% | +183.5% | +205.1% |
| All | +1,036.2% | +136.7% | +899.5% | +747.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling