+174.8%
FTI vs CP
+255.2%
-80.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.1% | +1.1% |
| 7D | -3.3% | +2.8% | -6.1% | -5.4% |
| 30D | -7.2% | +11.0% | -18.3% | -14.3% |
| 3M | -12.9% | +3.8% | -16.7% | -15.8% |
| 6M | -7.9% | +9.5% | -17.3% | -14.8% |
| YTD | +45.2% | +28.2% | +17.0% | +18.1% |
| 1Y | +48.1% | +33.0% | +15.1% | +17.0% |
| 3Y | +205.0% | +35.5% | +169.4% | +126.8% |
| 5Y | +838.8% | +25.8% | +813.0% | +619.9% |
| 10Y | +174.8% | +250.7% | -75.9% | +3.1% |
| All | +174.8% | +255.2% | -80.4% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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