+303.6%
FTI vs FGI
-4.4%
+308.0%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.3% |
| 7D | +5.3% | +0.5% | +4.7% | +5.3% |
| 30D | +15.3% | +65.4% | -50.1% | +14.4% |
| 3M | +15.8% | +23.5% | -7.7% | +15.0% |
| 6M | +22.6% | +60.5% | -37.9% | +21.7% |
| YTD | +79.5% | +30.0% | +49.5% | +78.2% |
| 1Y | +102.0% | +82.1% | +20.0% | +100.6% |
| All | +303.6% | -4.4% | +308.0% | +302.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling