+2,112.4%
FTI vs FLR
+182.3%
+1,930.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.8% | -2.9% | -2.5% |
| 7D | -0.2% | +0.7% | -0.8% | -0.5% |
| 30D | +12.3% | -0.7% | +13.0% | +12.0% |
| 3M | +13.8% | +14.3% | -0.6% | +4.6% |
| 6M | +24.3% | +25.6% | -1.3% | +7.7% |
| YTD | +75.8% | +42.9% | +32.9% | +42.9% |
| 1Y | +99.6% | +38.7% | +60.9% | +61.8% |
| 3Y | +278.4% | +61.8% | +216.7% | +160.8% |
| 5Y | +1,168.7% | +254.1% | +914.6% | +481.5% |
| 10Y | +297.5% | +20.0% | +277.5% | +127.4% |
| All | +2,112.4% | +182.3% | +1,930.1% | +781.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling