+2,159.9%
FTI vs DAR
+12,938.0%
-10,778.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | +5.3% | +1.4% | +3.9% | +4.9% |
| 30D | +15.3% | +12.8% | +2.5% | +11.6% |
| 3M | +15.8% | +7.4% | +8.4% | +13.4% |
| 6M | +22.6% | +22.3% | +0.3% | +15.8% |
| YTD | +79.5% | +81.1% | -1.5% | +53.0% |
| 1Y | +102.0% | +106.5% | -4.5% | +65.5% |
| 3Y | +315.8% | +5.3% | +310.5% | +292.1% |
| 5Y | +1,129.5% | -11.5% | +1,141.0% | +1,106.0% |
| 10Y | +320.9% | +353.3% | -32.4% | +184.3% |
| All | +2,159.9% | +12,938.0% | -10,778.1% | +1,279.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling