+2,159.9%
FTI vs DD
+367.7%
+1,792.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.5% |
| 7D | +5.3% | -3.5% | +8.8% | +7.4% |
| 30D | +15.3% | -10.3% | +25.6% | +22.7% |
| 3M | +15.8% | -7.5% | +23.3% | +20.3% |
| 6M | +22.6% | -8.0% | +30.6% | +26.5% |
| YTD | +79.5% | +10.5% | +69.1% | +65.3% |
| 1Y | +102.0% | +38.3% | +63.7% | +61.0% |
| 3Y | +315.8% | +42.5% | +273.3% | +215.0% |
| 5Y | +1,129.5% | +60.2% | +1,069.3% | +749.6% |
| 10Y | +320.9% | +68.9% | +252.1% | +178.8% |
| All | +2,159.9% | +367.7% | +1,792.2% | +686.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling