+178.2%
FTI vs CF
+546.9%
-368.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.4% | +2.8% |
| 7D | -7.6% | -3.2% | -4.5% | -6.3% |
| 30D | -7.1% | +4.3% | -11.5% | -9.6% |
| 3M | -8.7% | +2.8% | -11.5% | -11.0% |
| 6M | -14.0% | +0.6% | -14.6% | -15.9% |
| YTD | +42.8% | +56.6% | -13.8% | +3.3% |
| 1Y | +50.4% | +49.6% | +0.8% | +11.5% |
| 3Y | +194.1% | +61.5% | +132.6% | +98.4% |
| 5Y | +775.2% | +124.0% | +651.3% | +336.6% |
| All | +178.2% | +546.9% | -368.7% | -11.2% |
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