+211.6%
FTI vs FDS
-23.3%
+234.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +4.3% | +1.5% | +2.8% | +4.3% |
| 30D | -4.7% | +14.8% | -19.5% | -5.4% |
| 3M | -13.5% | +16.3% | -29.8% | -14.2% |
| 6M | -8.7% | +66.2% | -74.9% | -12.7% |
| YTD | +49.0% | +16.2% | +32.8% | +52.5% |
| 1Y | +54.0% | +21.8% | +32.2% | +55.3% |
| 3Y | +211.6% | -23.9% | +235.5% | +258.1% |
| All | +211.6% | -23.3% | +234.9% | +258.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling