+240.8%
FTI vs DG
+614.5%
-373.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -5.3% |
| 3M | -13.5% | +10.4% | -23.9% | -14.9% |
| 6M | -8.7% | +33.2% | -41.9% | -12.8% |
| YTD | +49.0% | +3.0% | +46.0% | +47.0% |
| 1Y | +54.0% | +31.2% | +22.8% | +46.4% |
| 3Y | +211.6% | +21.8% | +189.8% | +189.6% |
| 5Y | +881.9% | -35.0% | +916.8% | +922.7% |
| 10Y | +188.1% | +106.0% | +82.1% | +128.3% |
| All | +240.8% | +614.5% | -373.8% | +70.9% |
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