+1,097.0%
FTI vs FGI
-70.4%
+1,167.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +7.5% | -7.8% | -0.4% |
| 7D | +5.3% | +0.5% | +4.7% | +5.3% |
| 30D | +15.3% | +65.4% | -50.1% | +13.1% |
| 3M | +15.8% | +23.5% | -7.7% | +14.0% |
| 6M | +22.6% | +60.5% | -37.9% | +19.3% |
| YTD | +79.5% | +30.0% | +49.5% | +75.2% |
| 1Y | +102.0% | +82.1% | +20.0% | +92.6% |
| 3Y | +315.8% | -4.4% | +320.2% | +298.6% |
| All | +1,097.0% | -70.4% | +1,167.4% | +1,076.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling