+1,775.6%
FTI vs FDS
+1,858.1%
-82.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | +4.3% | +1.5% | +2.8% | +3.7% |
| 30D | -4.7% | +14.8% | -19.5% | -10.4% |
| 3M | -13.5% | +16.3% | -29.8% | -19.8% |
| 6M | -8.7% | +66.2% | -74.9% | -28.8% |
| YTD | +49.0% | +16.2% | +32.8% | +31.6% |
| 1Y | +54.0% | +21.8% | +32.2% | +32.8% |
| 3Y | +211.6% | -23.9% | +235.5% | +223.4% |
| 5Y | +881.9% | -23.1% | +905.0% | +897.4% |
| 10Y | +188.1% | +128.7% | +59.4% | +78.5% |
| All | +1,775.6% | +1,858.1% | -82.6% | +432.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling