+867.8%
FTI vs FGI
-70.0%
+937.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | -3.3% | -4.1% | +0.8% | -3.2% |
| 30D | -7.2% | -3.4% | -3.9% | -7.2% |
| 3M | -12.9% | +61.8% | -74.6% | -14.6% |
| 6M | -7.9% | +17.0% | -24.9% | -9.3% |
| YTD | +45.2% | +31.4% | +13.8% | +41.5% |
| 1Y | +48.1% | +42.7% | +5.4% | +43.6% |
| 3Y | +205.0% | -0.1% | +205.1% | +191.6% |
| All | +867.8% | -70.0% | +937.8% | +850.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FGI.
Daily Out/Under-Performance
Portfolio return minus FGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FGI 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 10y: compounded portfolio wealth divided by compounded FGI 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…
10y analysis · Full analysis span regression · 6 months rolling