+174.3%
FTI vs DOC
+14.9%
+159.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.4% |
| 7D | -8.0% | +6.2% | -14.2% | -10.4% |
| 30D | -11.9% | +6.5% | -18.3% | -14.6% |
| 3M | -11.0% | -6.2% | -4.8% | -9.2% |
| 6M | -17.8% | +25.6% | -43.4% | -27.4% |
| YTD | +38.5% | +32.1% | +6.4% | +18.8% |
| 1Y | +45.9% | +20.3% | +25.7% | +30.6% |
| 3Y | +181.8% | +42.7% | +139.1% | +124.8% |
| 5Y | +748.6% | -22.2% | +770.8% | +812.4% |
| All | +174.3% | +14.9% | +159.4% | +167.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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