+295.8%
FTI vs FDS
+64.8%
+231.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.4% |
| 7D | -4.4% | -14.0% | +9.6% | +0.8% |
| 30D | +1.5% | -6.2% | +7.7% | +3.5% |
| 3M | +8.2% | +10.2% | -2.0% | +2.5% |
| 6M | +18.8% | +27.4% | -8.6% | +3.7% |
| YTD | +71.7% | -9.3% | +80.9% | +71.9% |
| 1Y | +90.0% | -28.6% | +118.7% | +111.8% |
| 3Y | +270.5% | -36.8% | +307.3% | +330.4% |
| 5Y | +1,084.5% | -28.6% | +1,113.2% | +1,147.3% |
| All | +295.8% | +64.8% | +231.0% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 10y: compounded portfolio wealth divided by compounded FDS 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…
10y analysis · Full analysis span regression · 6 months rolling