+178.4%
FTI vs DECK
+730.5%
-552.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | +0.5% |
| 7D | +5.4% | -3.7% | +9.1% | +6.4% |
| 30D | -8.2% | +0.6% | -8.8% | -8.8% |
| 3M | -13.7% | -7.3% | -6.4% | -12.5% |
| 6M | -11.2% | -10.9% | -0.3% | -9.9% |
| YTD | +46.0% | -18.5% | +64.5% | +49.8% |
| 1Y | +51.8% | +0.2% | +51.6% | +45.8% |
| 3Y | +206.7% | -19.8% | +226.6% | +187.9% |
| 5Y | +862.0% | +18.7% | +843.3% | +647.1% |
| All | +178.4% | +730.5% | -552.1% | +15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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