+184.1%
FTI vs CP
+257.3%
-73.2%
-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% | +2.5% | +2.4% |
| 7D | +4.3% | +2.1% | +2.2% | +2.7% |
| 30D | -4.7% | +9.3% | -14.0% | -10.9% |
| 3M | -13.5% | +0.5% | -14.0% | -14.4% |
| 6M | -8.7% | +10.4% | -19.1% | -16.1% |
| YTD | +49.0% | +28.7% | +20.3% | +20.8% |
| 1Y | +54.0% | +33.2% | +20.8% | +21.6% |
| 3Y | +211.6% | +38.4% | +173.2% | +127.9% |
| 5Y | +881.9% | +26.2% | +855.7% | +651.4% |
| All | +184.1% | +257.3% | -73.2% | +7.4% |
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