+180.7%
FTI vs CF
+481.7%
-301.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.6% | -1.7% | -0.5% |
| 7D | -3.3% | +4.8% | -8.0% | -5.9% |
| 30D | -7.2% | +9.7% | -16.9% | -12.1% |
| 3M | -12.9% | +1.2% | -14.1% | -14.3% |
| 6M | -7.9% | +7.4% | -15.2% | -13.1% |
| YTD | +45.2% | +60.5% | -15.4% | +3.6% |
| 1Y | +48.1% | +50.7% | -2.7% | +9.4% |
| 3Y | +205.0% | +64.8% | +140.2% | +103.6% |
| 5Y | +838.8% | +115.8% | +723.0% | +382.1% |
| All | +180.7% | +481.7% | -301.0% | -10.0% |
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