+184.1%
FTI vs CG
+278.5%
-94.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.0% | +1.6% |
| 7D | +4.3% | +0.2% | +4.1% | +4.0% |
| 30D | -4.7% | +11.2% | -15.8% | -10.4% |
| 3M | -13.5% | -22.1% | +8.6% | -3.6% |
| 6M | -8.7% | -17.9% | +9.2% | -1.9% |
| YTD | +49.0% | -31.3% | +80.3% | +71.8% |
| 1Y | +54.0% | -24.0% | +78.0% | +68.0% |
| 3Y | +211.6% | +45.0% | +166.7% | +124.5% |
| 5Y | +881.9% | -22.6% | +904.5% | +861.5% |
| All | +184.1% | +278.5% | -94.3% | +27.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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