+847.0%
FTI vs FDS
-21.2%
+868.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.7% | -1.4% | +0.9% |
| 7D | +1.4% | -2.1% | +3.5% | +1.7% |
| 30D | -6.3% | +16.0% | -22.3% | -8.6% |
| 3M | -13.1% | +18.8% | -31.9% | -15.8% |
| 6M | -8.0% | +54.1% | -62.1% | -16.1% |
| YTD | +47.1% | +17.0% | +30.1% | +44.4% |
| 1Y | +50.7% | +25.5% | +25.1% | +43.9% |
| 3Y | +209.0% | -23.3% | +232.3% | +250.0% |
| 5Y | +847.0% | -22.6% | +869.6% | +908.8% |
| All | +847.0% | -21.2% | +868.2% | +908.8% |
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