+712.7%
FTI vs COMP
-52.0%
+764.7%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.7% | -7.6% | +2.2% |
| 7D | -7.6% | +13.4% | -21.1% | -8.7% |
| 30D | -7.1% | +11.1% | -18.2% | -8.2% |
| 3M | -8.7% | -18.8% | +10.1% | -7.4% |
| 6M | -14.0% | +10.5% | -24.5% | -15.7% |
| YTD | +42.8% | -3.4% | +46.3% | +40.5% |
| 1Y | +50.4% | +19.7% | +30.7% | +44.4% |
| 3Y | +194.1% | +381.6% | -187.5% | +132.9% |
| 5Y | +775.2% | -17.6% | +792.8% | +734.1% |
| All | +712.7% | -52.0% | +764.7% | +736.3% |
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