+50.7%
FTI vs COMP
+16.3%
+34.3%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.4% |
| 7D | +1.4% | +2.2% | -0.8% | +1.4% |
| 30D | -6.3% | +16.3% | -22.6% | -5.6% |
| 3M | -13.1% | -19.1% | +6.0% | -13.6% |
| 6M | -8.0% | +17.1% | -25.1% | -7.7% |
| YTD | +47.1% | -2.9% | +50.0% | +51.1% |
| 1Y | +50.7% | +8.8% | +41.9% | +53.1% |
| All | +50.7% | +16.3% | +34.3% | +53.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling