+207.5%
FTI vs CF
+66.4%
+141.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +1.4% | +10.4% | -9.0% | -1.4% |
| 30D | -6.3% | +7.6% | -13.8% | -8.2% |
| 3M | -13.1% | +5.2% | -18.3% | -14.5% |
| 6M | -8.0% | -0.1% | -7.9% | -8.5% |
| YTD | +47.1% | +61.7% | -14.6% | +19.9% |
| 1Y | +50.7% | +50.3% | +0.4% | +26.2% |
| All | +207.5% | +66.4% | +141.1% | +137.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling