+277.6%
FTI vs DD
+42.2%
+235.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.6% | +2.1% | +0.6% |
| 7D | -2.3% | -3.8% | +1.4% | -0.9% |
| 30D | +5.0% | -9.2% | +14.3% | +9.0% |
| 3M | +13.8% | -9.0% | +22.8% | +17.6% |
| 6M | +22.9% | -5.0% | +27.8% | +23.9% |
| YTD | +75.0% | +7.4% | +67.6% | +66.3% |
| 1Y | +96.9% | +35.1% | +61.8% | +67.0% |
| All | +277.6% | +42.2% | +235.5% | +197.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling