+315.4%
FTI vs CF
+575.3%
-259.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +1.4% |
| 7D | +5.3% | +6.0% | -0.7% | +1.9% |
| 30D | +15.3% | +14.8% | +0.5% | +6.7% |
| 3M | +15.8% | +14.1% | +1.7% | +7.0% |
| 6M | +22.6% | +28.5% | -6.0% | +1.6% |
| YTD | +79.5% | +74.9% | +4.6% | +23.9% |
| 1Y | +102.0% | +61.7% | +40.3% | +44.8% |
| 3Y | +315.8% | +80.3% | +235.5% | +166.3% |
| 5Y | +1,129.5% | +226.0% | +903.5% | +396.2% |
| All | +315.4% | +575.3% | -259.9% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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