+883.3%
FTI vs DAR
-27.0%
+910.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.6% |
| 7D | +4.3% | +11.6% | -7.2% | -0.1% |
| 30D | -4.7% | -10.2% | +5.6% | -0.7% |
| 3M | -13.5% | -14.8% | +1.3% | -8.4% |
| 6M | -8.7% | -10.1% | +1.4% | -5.6% |
| YTD | +49.0% | +55.5% | -6.5% | +24.3% |
| 1Y | +54.0% | +61.7% | -7.7% | +26.2% |
| 3Y | +211.6% | +37.2% | +174.5% | +153.8% |
| All | +883.3% | -27.0% | +910.3% | +1,043.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling