+2,159.9%
FTI vs DRI
+2,578.9%
-419.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +5.3% | +0.6% | +4.7% | +5.0% |
| 30D | +15.3% | +3.8% | +11.5% | +13.4% |
| 3M | +15.8% | +13.0% | +2.8% | +9.5% |
| 6M | +22.6% | +8.3% | +14.3% | +17.1% |
| YTD | +79.5% | +20.6% | +58.9% | +63.7% |
| 1Y | +102.0% | +6.5% | +95.6% | +92.5% |
| 3Y | +315.8% | +53.7% | +262.1% | +234.2% |
| 5Y | +1,129.5% | +72.7% | +1,056.8% | +821.3% |
| 10Y | +320.9% | +363.2% | -42.2% | +109.7% |
| All | +2,159.9% | +2,578.9% | -419.0% | +522.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling