+45.9%
FTI vs DOC
+21.7%
+24.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -0.2% | -4.3% | -4.5% |
| 7D | -8.0% | +6.2% | -14.2% | -7.5% |
| 30D | -11.9% | +6.5% | -18.3% | -11.2% |
| 3M | -11.0% | -6.2% | -4.8% | -10.6% |
| 6M | -17.8% | +25.6% | -43.4% | -17.3% |
| YTD | +38.5% | +32.1% | +6.4% | +37.1% |
| 1Y | +45.9% | +20.3% | +25.7% | +46.7% |
| All | +45.9% | +21.7% | +24.2% | +46.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling