+1,750.9%
FTI vs DRI
+2,750.9%
-1,000.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | +1.4% | -0.7% | +2.1% | +1.7% |
| 30D | -6.3% | +14.7% | -20.9% | -11.5% |
| 3M | -13.1% | +5.4% | -18.6% | -15.7% |
| 6M | -8.0% | +18.8% | -26.8% | -15.3% |
| YTD | +47.1% | +28.4% | +18.7% | +30.0% |
| 1Y | +50.7% | +37.7% | +13.0% | +29.2% |
| 3Y | +209.0% | +68.0% | +141.0% | +138.8% |
| 5Y | +847.0% | +78.8% | +768.2% | +596.9% |
| 10Y | +184.3% | +334.2% | -149.9% | +43.2% |
| All | +1,750.9% | +2,750.9% | -1,000.0% | +394.0% |
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