+102.0%
FTI vs COO
+4.1%
+97.9%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | +5.3% | -2.2% | +7.5% | +5.3% |
| 30D | +15.3% | -7.0% | +22.3% | +15.4% |
| 3M | +15.8% | +12.2% | +3.6% | +14.4% |
| 6M | +22.6% | -15.1% | +37.7% | +27.6% |
| YTD | +79.5% | -15.1% | +94.6% | +86.8% |
| 1Y | +102.0% | +2.3% | +99.7% | +107.3% |
| All | +102.0% | +4.1% | +97.9% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling