+295.8%
FTI vs DD
+66.6%
+229.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.2% |
| 7D | -4.4% | -3.5% | -0.9% | -2.2% |
| 30D | +1.5% | -11.7% | +13.1% | +9.8% |
| 3M | +8.2% | -9.2% | +17.4% | +14.4% |
| 6M | +18.8% | -7.2% | +26.0% | +22.1% |
| YTD | +71.7% | +6.6% | +65.1% | +59.4% |
| 1Y | +90.0% | +32.0% | +58.0% | +50.6% |
| 3Y | +270.5% | +42.1% | +228.4% | +165.8% |
| 5Y | +1,084.5% | +58.1% | +1,026.5% | +654.1% |
| All | +295.8% | +66.6% | +229.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 10y: compounded portfolio wealth divided by compounded DD 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…
10y analysis · Full analysis span regression · 6 months rolling