+291.9%
FTI vs DRI
+348.7%
-56.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.4% |
| 7D | -5.6% | -4.8% | -0.8% | -3.3% |
| 30D | +0.4% | -5.2% | +5.6% | +2.8% |
| 3M | +8.1% | +2.7% | +5.4% | +5.8% |
| 6M | +16.7% | +3.6% | +13.1% | +12.6% |
| YTD | +70.0% | +15.4% | +54.6% | +54.3% |
| 1Y | +85.4% | +1.3% | +84.2% | +78.7% |
| 3Y | +265.9% | +53.1% | +212.8% | +174.4% |
| 5Y | +1,072.7% | +64.6% | +1,008.2% | +713.9% |
| All | +291.9% | +348.7% | -56.9% | +79.2% |
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