+291.9%
FTI vs COO
+17.5%
+274.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -14.7% | +11.8% | +3.0% |
| 7D | -5.6% | -23.3% | +17.7% | +4.5% |
| 30D | +0.4% | -29.5% | +29.9% | +14.9% |
| 3M | +8.1% | -20.0% | +28.1% | +16.7% |
| 6M | +16.7% | -27.2% | +43.9% | +30.4% |
| YTD | +70.0% | -33.9% | +103.9% | +97.8% |
| 1Y | +85.4% | -19.9% | +105.4% | +97.0% |
| 3Y | +265.9% | -38.1% | +304.0% | +315.7% |
| 5Y | +1,072.7% | -52.0% | +1,124.7% | +1,395.4% |
| All | +291.9% | +17.5% | +274.3% | +277.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling