+312.6%
FTI vs CBOE
+1,020.3%
-707.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | -0.3% |
| 7D | -2.3% | -0.8% | -1.6% | -2.1% |
| 30D | +5.0% | +2.7% | +2.3% | +3.8% |
| 3M | +13.8% | +0.7% | +13.1% | +12.7% |
| 6M | +22.9% | -2.0% | +24.9% | +21.3% |
| YTD | +75.0% | +17.1% | +57.8% | +60.8% |
| 1Y | +96.9% | +26.5% | +70.4% | +75.1% |
| 3Y | +276.7% | +96.1% | +180.6% | +169.8% |
| 5Y | +1,157.0% | +149.3% | +1,007.7% | +699.6% |
| 10Y | +310.7% | +386.5% | -75.8% | +104.0% |
| All | +312.6% | +1,020.3% | -707.7% | +28.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling