+1,162.7%
FTI vs FDS
-20.8%
+1,183.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.3% | +2.2% | -1.4% |
| 7D | -0.2% | -5.4% | +5.2% | +0.7% |
| 30D | +12.3% | +1.6% | +10.8% | +12.0% |
| 3M | +13.8% | +17.7% | -4.0% | +10.3% |
| 6M | +24.3% | +29.1% | -4.8% | +17.1% |
| YTD | +75.8% | +1.0% | +74.8% | +77.1% |
| 1Y | +99.6% | -21.6% | +121.3% | +118.9% |
| 3Y | +278.4% | -30.1% | +308.5% | +327.1% |
| All | +1,162.7% | -20.8% | +1,183.4% | +1,398.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling