+2,159.9%
FTI vs DECK
+37,208.7%
-35,048.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.6% |
| 7D | +5.3% | -2.2% | +7.5% | +5.8% |
| 30D | +15.3% | -13.6% | +28.9% | +18.8% |
| 3M | +15.8% | -21.2% | +37.0% | +21.1% |
| 6M | +22.6% | -21.1% | +43.7% | +27.5% |
| YTD | +79.5% | -17.2% | +96.8% | +83.6% |
| 1Y | +102.0% | -30.7% | +132.8% | +113.5% |
| 3Y | +315.8% | -3.4% | +319.2% | +288.3% |
| 5Y | +1,129.5% | +25.5% | +1,104.0% | +952.2% |
| 10Y | +320.9% | +714.7% | -393.7% | +136.7% |
| All | +2,159.9% | +37,208.7% | -35,048.7% | +713.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling