+852.3%
FTI vs FGI
-70.6%
+922.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.8% | +3.9% | +3.1% |
| 7D | -7.6% | -7.0% | -0.7% | -7.5% |
| 30D | -7.1% | -4.2% | -2.9% | -7.1% |
| 3M | -8.7% | +55.6% | -64.3% | -10.4% |
| 6M | -14.0% | -3.2% | -10.8% | -15.1% |
| YTD | +42.8% | +29.1% | +13.7% | +39.3% |
| 1Y | +50.4% | +51.0% | -0.6% | +45.6% |
| 3Y | +194.1% | +1.5% | +192.6% | +180.2% |
| All | +852.3% | -70.6% | +922.9% | +835.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling