+96.9%
FTI vs DRI
+3.0%
+93.8%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.6% |
| 7D | -2.3% | -4.8% | +2.5% | -2.9% |
| 30D | +5.0% | -3.9% | +9.0% | +4.7% |
| 3M | +13.8% | +5.1% | +8.8% | +14.9% |
| 6M | +22.9% | +5.5% | +17.4% | +24.5% |
| YTD | +75.0% | +16.5% | +58.5% | +77.3% |
| 1Y | +96.9% | +2.0% | +94.9% | +97.5% |
| All | +96.9% | +3.0% | +93.8% | +97.5% |
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 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