+762.4%
FTI vs COMP
-17.6%
+780.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.7% | -7.6% | +2.3% |
| 7D | -7.6% | +13.4% | -21.1% | -8.6% |
| 30D | -7.1% | +11.1% | -18.2% | -8.1% |
| 3M | -8.7% | -18.8% | +10.1% | -7.5% |
| 6M | -14.0% | +10.5% | -24.5% | -15.7% |
| YTD | +42.8% | -3.4% | +46.3% | +40.6% |
| 1Y | +50.4% | +19.7% | +30.7% | +44.7% |
| 3Y | +194.1% | +381.6% | -187.5% | +135.0% |
| All | +762.4% | -17.6% | +780.0% | +806.9% |
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 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