+1,072.7%
FTI vs DUOL
-15.6%
+1,088.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +4.3% | -7.1% | -3.2% |
| 7D | -5.6% | -8.6% | +3.0% | -4.9% |
| 30D | +0.4% | +7.2% | -6.8% | -0.4% |
| 3M | +8.1% | +19.1% | -10.9% | +5.7% |
| 6M | +16.7% | +52.5% | -35.8% | +10.9% |
| YTD | +70.0% | -17.3% | +87.3% | +71.1% |
| 1Y | +85.4% | -49.2% | +134.7% | +94.7% |
| 3Y | +265.9% | -7.3% | +273.2% | +255.2% |
| 5Y | +1,072.7% | -16.3% | +1,089.0% | +921.2% |
| All | +1,072.7% | -15.6% | +1,088.3% | +921.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 DUOL 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