+1,725.7%
FTI vs DECK
+38,643.5%
-36,917.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +6.0% | -9.3% | -4.6% |
| 7D | -9.7% | +10.4% | -20.0% | -11.7% |
| 30D | -8.2% | +11.1% | -19.3% | -10.5% |
| 3M | -7.8% | -10.8% | +2.9% | -6.0% |
| 6M | -13.4% | -8.7% | -4.7% | -12.9% |
| YTD | +45.1% | -14.0% | +59.1% | +46.6% |
| 1Y | +54.6% | +12.0% | +42.6% | +47.0% |
| 3Y | +195.2% | -10.5% | +205.6% | +181.2% |
| 5Y | +792.3% | +28.5% | +763.8% | +661.1% |
| 10Y | +193.7% | +923.3% | -729.6% | +57.8% |
| All | +1,725.7% | +38,643.5% | -36,917.7% | +549.2% |
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