+295.8%
FTI vs FLR
+19.7%
+276.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.6% |
| 7D | -4.4% | -3.5% | -0.9% | -3.2% |
| 30D | +1.5% | +4.2% | -2.7% | -0.1% |
| 3M | +8.2% | +8.1% | +0.1% | +3.4% |
| 6M | +18.8% | +21.5% | -2.7% | +7.1% |
| YTD | +71.7% | +36.8% | +34.9% | +47.2% |
| 1Y | +90.0% | +31.2% | +58.8% | +63.3% |
| 3Y | +270.5% | +53.9% | +216.6% | +178.0% |
| 5Y | +1,084.5% | +243.0% | +841.5% | +534.4% |
| All | +295.8% | +19.7% | +276.1% | +133.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FLR.
Daily Out/Under-Performance
Portfolio return minus FLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLR 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 FLR 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