+1,168.7%
FTI vs COO
-39.5%
+1,208.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.4% |
| 7D | -0.2% | -2.3% | +2.1% | +0.4% |
| 30D | +12.3% | -8.8% | +21.1% | +14.8% |
| 3M | +13.8% | +1.3% | +12.4% | +12.8% |
| 6M | +24.3% | -11.6% | +35.9% | +27.7% |
| YTD | +75.8% | -17.4% | +93.2% | +84.0% |
| 1Y | +99.6% | -1.6% | +101.2% | +98.2% |
| 3Y | +278.4% | -22.6% | +301.1% | +289.6% |
| 5Y | +1,168.7% | -40.3% | +1,209.0% | +1,312.6% |
| All | +1,168.7% | -39.5% | +1,208.2% | +1,312.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling