+207.5%
FTI vs COMP
+426.2%
-218.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +1.2% |
| 7D | +1.4% | +2.2% | -0.8% | +1.3% |
| 30D | -6.3% | +16.3% | -22.6% | -6.7% |
| 3M | -13.1% | -19.1% | +6.0% | -12.7% |
| 6M | -8.0% | +17.1% | -25.1% | -9.0% |
| YTD | +47.1% | -2.9% | +50.0% | +46.4% |
| 1Y | +50.7% | +8.8% | +41.9% | +48.8% |
| All | +207.5% | +426.2% | -218.6% | +205.9% |
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