+1,036.2%
FTI vs DGX
+66.8%
+969.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +0.8% |
| 7D | -4.4% | -0.9% | -3.5% | -4.3% |
| 30D | +1.5% | -1.2% | +2.6% | +1.6% |
| 3M | +8.2% | +15.8% | -7.6% | +5.6% |
| 6M | +18.8% | +18.2% | +0.7% | +15.4% |
| YTD | +71.7% | +37.2% | +34.5% | +61.8% |
| 1Y | +90.0% | +30.4% | +59.7% | +80.7% |
| 3Y | +270.5% | +96.7% | +173.8% | +221.5% |
| All | +1,036.2% | +66.8% | +969.4% | +826.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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