+178.4%
FTI vs FDS
+127.0%
+51.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.4% |
| 7D | +5.4% | -2.6% | +8.0% | +6.3% |
| 30D | -8.2% | +14.1% | -22.3% | -12.8% |
| 3M | -13.7% | +19.8% | -33.5% | -20.0% |
| 6M | -11.2% | +55.0% | -66.1% | -27.4% |
| YTD | +46.0% | +15.9% | +30.1% | +32.9% |
| 1Y | +51.8% | +24.2% | +27.6% | +33.0% |
| 3Y | +206.7% | -24.0% | +230.8% | +235.6% |
| 5Y | +862.0% | -23.3% | +885.4% | +923.9% |
| All | +178.4% | +127.0% | +51.4% | +79.4% |
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