+303.6%
FTI vs COMP
+215.9%
+87.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +5.3% | +1.4% | +3.9% | +5.2% |
| 30D | +15.3% | -13.3% | +28.7% | +15.8% |
| 3M | +15.8% | +41.1% | -25.4% | +13.6% |
| 6M | +22.6% | +17.2% | +5.4% | +21.2% |
| YTD | +79.5% | +5.2% | +74.3% | +78.2% |
| 1Y | +102.0% | +18.9% | +83.1% | +98.5% |
| All | +303.6% | +215.9% | +87.7% | +319.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling