+310.6%
FTI vs DG
+606.1%
-295.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.8% | -0.5% |
| 7D | +5.3% | +8.4% | -3.1% | +4.2% |
| 30D | +15.3% | +4.9% | +10.4% | +14.5% |
| 3M | +15.8% | +29.3% | -13.6% | +11.5% |
| 6M | +22.6% | -11.3% | +33.8% | +24.0% |
| YTD | +79.5% | +1.8% | +77.8% | +78.0% |
| 1Y | +102.0% | +25.3% | +76.7% | +93.6% |
| 3Y | +315.8% | +9.1% | +306.7% | +295.3% |
| 5Y | +1,129.5% | -34.9% | +1,164.4% | +1,181.2% |
| 10Y | +320.9% | +108.2% | +212.8% | +233.4% |
| All | +310.6% | +606.1% | -295.5% | +106.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling