+2,102.5%
FTI vs DTE
+939.9%
+1,162.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.4% | +0.1% |
| 7D | -2.3% | 0.0% | -2.3% | -2.4% |
| 30D | +5.0% | -0.5% | +5.6% | +5.4% |
| 3M | +13.8% | -6.0% | +19.9% | +18.3% |
| 6M | +22.9% | -7.2% | +30.1% | +28.0% |
| YTD | +75.0% | +7.2% | +67.8% | +64.6% |
| 1Y | +96.9% | +4.1% | +92.8% | +88.3% |
| 3Y | +276.7% | +46.9% | +229.9% | +174.3% |
| 5Y | +1,157.0% | +32.9% | +1,124.1% | +866.0% |
| 10Y | +310.7% | +144.5% | +166.2% | +102.0% |
| All | +2,102.5% | +939.9% | +1,162.6% | +268.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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