+184.1%
FTI vs DG
+105.2%
+78.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.4% | +2.1% |
| 7D | +4.3% | +0.3% | +4.0% | +4.3% |
| 30D | -4.7% | +3.2% | -7.9% | -5.1% |
| 3M | -13.5% | +10.4% | -23.9% | -14.5% |
| 6M | -8.7% | +33.2% | -41.9% | -11.8% |
| YTD | +49.0% | +3.0% | +46.0% | +47.7% |
| 1Y | +54.0% | +31.2% | +22.8% | +48.2% |
| 3Y | +211.6% | +21.8% | +189.8% | +194.0% |
| 5Y | +881.9% | -35.0% | +916.8% | +947.6% |
| All | +184.1% | +105.2% | +78.9% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling