+883.3%
FTI vs COMP
-10.9%
+894.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.9% |
| 7D | +4.3% | 0.0% | +4.3% | +4.3% |
| 30D | -4.7% | +16.6% | -21.2% | -6.1% |
| 3M | -13.5% | -23.5% | +10.0% | -12.0% |
| 6M | -8.7% | +25.7% | -34.5% | -11.5% |
| YTD | +49.0% | -3.4% | +52.4% | +46.6% |
| 1Y | +54.0% | +7.6% | +46.4% | +49.7% |
| 3Y | +211.6% | +423.6% | -212.0% | +147.0% |
| All | +883.3% | -10.9% | +894.2% | +900.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling