+921.5%
FTI vs COMP
-47.7%
+969.2%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.3% |
| 7D | +5.3% | +1.4% | +3.9% | +5.1% |
| 30D | +15.3% | -13.3% | +28.7% | +16.6% |
| 3M | +15.8% | +41.1% | -25.4% | +11.4% |
| 6M | +22.6% | +17.2% | +5.4% | +19.1% |
| YTD | +79.5% | +5.2% | +74.3% | +75.8% |
| 1Y | +102.0% | +18.9% | +83.1% | +94.4% |
| 3Y | +315.8% | +215.9% | +99.9% | +247.5% |
| 5Y | +1,129.5% | -31.2% | +1,160.7% | +1,112.7% |
| All | +921.5% | -47.7% | +969.2% | +946.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling