+1,157.0%
FTI vs DAR
-8.0%
+1,165.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.7% |
| 7D | -2.3% | -0.2% | -2.2% | -2.3% |
| 30D | +5.0% | +7.4% | -2.4% | +1.9% |
| 3M | +13.8% | +15.7% | -1.8% | +7.0% |
| 6M | +22.9% | +30.0% | -7.1% | +9.9% |
| YTD | +75.0% | +87.5% | -12.5% | +35.2% |
| 1Y | +96.9% | +113.4% | -16.5% | +43.3% |
| 3Y | +276.7% | +15.3% | +261.4% | +241.9% |
| 5Y | +1,157.0% | -4.3% | +1,161.3% | +1,108.3% |
| All | +1,157.0% | -8.0% | +1,165.0% | +1,108.3% |
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