+1,157.0%
FTI vs DRI
+68.4%
+1,088.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | -0.1% |
| 7D | -2.3% | -4.8% | +2.5% | -1.2% |
| 30D | +5.0% | -3.9% | +9.0% | +5.9% |
| 3M | +13.8% | +5.1% | +8.8% | +12.1% |
| 6M | +22.9% | +5.5% | +17.4% | +20.3% |
| YTD | +75.0% | +16.5% | +58.5% | +65.9% |
| 1Y | +96.9% | +2.0% | +94.9% | +93.8% |
| 3Y | +276.7% | +54.5% | +222.2% | +223.0% |
| 5Y | +1,157.0% | +66.6% | +1,090.4% | +950.8% |
| All | +1,157.0% | +68.4% | +1,088.6% | +950.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling