+211.6%
FTI vs DAR
+33.7%
+177.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.7% |
| 7D | +4.3% | +11.6% | -7.2% | +1.0% |
| 30D | -4.7% | -10.2% | +5.6% | -1.7% |
| 3M | -13.5% | -14.8% | +1.3% | -9.7% |
| 6M | -8.7% | -10.1% | +1.4% | -6.3% |
| YTD | +49.0% | +55.5% | -6.5% | +31.4% |
| 1Y | +54.0% | +61.7% | -7.7% | +34.2% |
| 3Y | +211.6% | +37.2% | +174.5% | +158.7% |
| All | +211.6% | +33.7% | +177.9% | +158.7% |
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