+1,775.6%
FTI vs FLR
+144.2%
+1,631.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.1% | +3.2% | +2.5% |
| 7D | +4.3% | +5.4% | -1.1% | +1.7% |
| 30D | -4.7% | +2.8% | -7.5% | -6.1% |
| 3M | -13.5% | -6.4% | -7.1% | -11.6% |
| 6M | -8.7% | +8.8% | -17.5% | -15.0% |
| YTD | +49.0% | +23.6% | +25.4% | +28.4% |
| 1Y | +54.0% | +13.8% | +40.2% | +37.3% |
| 3Y | +211.6% | +36.5% | +175.1% | +131.9% |
| 5Y | +881.9% | +119.3% | +762.5% | +463.5% |
| 10Y | +188.1% | +8.0% | +180.1% | +73.0% |
| All | +1,775.6% | +144.2% | +1,631.3% | +692.3% |
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