+22.9%
FTI vs CBOE
-3.2%
+26.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.4% |
| 7D | -2.3% | -0.8% | -1.6% | -2.3% |
| 30D | +5.0% | +2.7% | +2.3% | +4.7% |
| 3M | +13.8% | +0.7% | +13.1% | +13.1% |
| 6M | +22.9% | -2.0% | +24.9% | +25.7% |
| All | +22.9% | -3.2% | +26.1% | +25.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling