-11.2%
FTI vs DECK
-11.9%
+0.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.4% | +3.6% | -1.7% |
| 7D | +5.4% | -3.7% | +9.1% | +4.5% |
| 30D | -8.2% | +0.6% | -8.8% | -7.6% |
| 3M | -13.7% | -7.3% | -6.4% | -14.7% |
| 6M | -11.2% | -10.9% | -0.3% | -13.5% |
| All | -11.2% | -11.9% | +0.7% | -13.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling