+736.6%
FTI vs COMP
-51.7%
+788.3%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.1% |
| 7D | +1.4% | +2.2% | -0.8% | +1.1% |
| 30D | -6.3% | +16.3% | -22.6% | -7.7% |
| 3M | -13.1% | -19.1% | +6.0% | -11.9% |
| 6M | -8.0% | +17.1% | -25.1% | -10.4% |
| YTD | +47.1% | -2.9% | +50.0% | +44.5% |
| 1Y | +50.7% | +8.8% | +41.9% | +46.1% |
| 3Y | +209.0% | +423.5% | -214.5% | +142.2% |
| 5Y | +847.0% | -10.5% | +857.5% | +789.9% |
| All | +736.6% | -51.7% | +788.3% | +760.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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