+51.8%
FTI vs FDS
+23.2%
+28.6%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.8% |
| 7D | +5.4% | -2.6% | +8.0% | +5.2% |
| 30D | -8.2% | +14.1% | -22.3% | -7.2% |
| 3M | -13.7% | +19.8% | -33.5% | -12.1% |
| 6M | -11.2% | +55.0% | -66.1% | -7.1% |
| YTD | +46.0% | +15.9% | +30.1% | +54.2% |
| 1Y | +51.8% | +24.2% | +27.6% | +61.7% |
| All | +51.8% | +23.2% | +28.6% | +61.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling