+1,072.7%
FTI vs DG
-39.4%
+1,112.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.8% |
| 7D | -5.6% | -6.3% | +0.7% | -5.5% |
| 30D | +0.4% | +2.4% | -2.0% | +0.4% |
| 3M | +8.1% | +12.4% | -4.3% | +7.7% |
| 6M | +16.7% | -14.9% | +31.6% | +17.4% |
| YTD | +70.0% | -6.1% | +76.0% | +70.3% |
| 1Y | +85.4% | +17.9% | +67.6% | +84.1% |
| 3Y | +265.9% | +3.1% | +262.8% | +264.2% |
| 5Y | +1,072.7% | -38.7% | +1,111.4% | +1,244.6% |
| All | +1,072.7% | -39.4% | +1,112.1% | +1,244.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling