+184.1%
FTI vs COO
+41.1%
+143.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.3% | +1.8% |
| 7D | +4.3% | +0.5% | +3.8% | +4.1% |
| 30D | -4.7% | +14.2% | -18.8% | -10.1% |
| 3M | -13.5% | -18.2% | +4.7% | -7.4% |
| 6M | -8.7% | +5.3% | -14.1% | -13.0% |
| YTD | +49.0% | -23.6% | +72.6% | +62.6% |
| 1Y | +54.0% | -12.7% | +66.7% | +58.0% |
| 3Y | +211.6% | -24.2% | +235.8% | +222.8% |
| 5Y | +881.9% | -40.0% | +921.9% | +1,023.3% |
| All | +184.1% | +41.1% | +143.0% | +148.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling