+278.4%
FTI vs DAR
+14.9%
+263.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.9% |
| 7D | -0.2% | -0.9% | +0.7% | 0.0% |
| 30D | +12.3% | +13.0% | -0.6% | +8.6% |
| 3M | +13.8% | +15.0% | -1.2% | +9.2% |
| 6M | +24.3% | +26.8% | -2.6% | +16.0% |
| YTD | +75.8% | +86.4% | -10.6% | +48.3% |
| 1Y | +99.6% | +115.1% | -15.5% | +61.6% |
| 3Y | +278.4% | +14.6% | +263.8% | +218.3% |
| All | +278.4% | +14.9% | +263.6% | +218.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 3y: compounded portfolio wealth divided by compounded DAR 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…
3y analysis · Full analysis span regression · 6 months rolling