+178.4%
FTI vs DRI
+330.2%
-151.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.5% |
| 7D | +5.4% | -0.3% | +5.7% | +5.6% |
| 30D | -8.2% | +10.8% | -19.0% | -13.1% |
| 3M | -13.7% | +0.9% | -14.6% | -15.0% |
| 6M | -11.2% | +16.3% | -27.5% | -19.2% |
| YTD | +46.0% | +27.8% | +18.2% | +25.0% |
| 1Y | +51.8% | +33.9% | +17.9% | +26.5% |
| 3Y | +206.7% | +67.2% | +139.5% | +118.8% |
| 5Y | +862.0% | +79.0% | +783.0% | +536.8% |
| All | +178.4% | +330.2% | -151.8% | +18.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling