+102.0%
FTI vs DRI
+6.9%
+95.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.4% |
| 7D | +5.3% | +0.6% | +4.7% | +5.3% |
| 30D | +15.3% | +3.8% | +11.5% | +16.0% |
| 3M | +15.8% | +13.0% | +2.8% | +17.7% |
| 6M | +22.6% | +8.3% | +14.3% | +24.7% |
| YTD | +79.5% | +20.6% | +58.9% | +82.5% |
| 1Y | +102.0% | +6.5% | +95.6% | +103.8% |
| All | +102.0% | +6.9% | +95.1% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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