+295.8%
FTI vs COPX
+583.8%
-288.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -4.4% | -2.3% | -2.0% | -3.3% |
| 30D | +1.5% | +0.3% | +1.2% | +0.6% |
| 3M | +8.2% | +6.8% | +1.4% | +1.7% |
| 6M | +18.8% | +7.9% | +10.9% | +6.9% |
| YTD | +71.7% | +23.7% | +47.9% | +37.6% |
| 1Y | +90.0% | +71.5% | +18.5% | +19.5% |
| 3Y | +270.5% | +149.1% | +121.4% | +66.0% |
| 5Y | +1,084.5% | +167.3% | +917.2% | +378.6% |
| All | +295.8% | +583.8% | -288.0% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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