+303.6%
FTI vs DECK
-3.0%
+306.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.5% |
| 7D | +5.3% | -2.2% | +7.5% | +5.5% |
| 30D | +15.3% | -13.6% | +28.9% | +17.1% |
| 3M | +15.8% | -21.2% | +37.0% | +18.6% |
| 6M | +22.6% | -21.1% | +43.7% | +25.2% |
| YTD | +79.5% | -17.2% | +96.8% | +81.6% |
| 1Y | +102.0% | -30.7% | +132.8% | +108.7% |
| All | +303.6% | -3.0% | +306.6% | +331.4% |
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