+312.5%
FTI vs CP
+228.2%
+84.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.7% |
| 7D | -0.2% | +2.4% | -2.6% | -1.9% |
| 30D | +12.3% | -0.5% | +12.9% | +12.5% |
| 3M | +13.8% | +1.4% | +12.3% | +12.0% |
| 6M | +24.3% | +10.3% | +14.0% | +14.2% |
| YTD | +75.8% | +24.3% | +51.5% | +47.0% |
| 1Y | +99.6% | +20.4% | +79.2% | +70.0% |
| 3Y | +278.4% | +21.8% | +256.6% | +206.9% |
| 5Y | +1,168.7% | +31.5% | +1,137.2% | +836.3% |
| All | +312.5% | +228.2% | +84.4% | +58.5% |
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