+185.2%
FTI vs DECK
-12.4%
+197.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -1.5% | -3.0% | -4.4% |
| 7D | -8.0% | +6.0% | -14.0% | -8.6% |
| 30D | -11.9% | +7.4% | -19.3% | -12.7% |
| 3M | -11.0% | -11.7% | +0.6% | -9.9% |
| 6M | -17.8% | -11.0% | -6.8% | -17.3% |
| YTD | +38.5% | -15.4% | +53.9% | +39.7% |
| 1Y | +45.9% | +7.2% | +38.7% | +41.4% |
| All | +185.2% | -12.4% | +197.5% | +187.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling