+1,168.7%
FTI vs GEN
+22.3%
+1,146.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.7% | +0.6% | -1.5% |
| 7D | -0.2% | -0.7% | +0.5% | -0.1% |
| 30D | +12.3% | +2.6% | +9.7% | +11.6% |
| 3M | +13.8% | +15.8% | -2.0% | +9.9% |
| 6M | +24.3% | +33.1% | -8.9% | +15.4% |
| YTD | +75.8% | +11.3% | +64.5% | +70.9% |
| 1Y | +99.6% | +1.7% | +98.0% | +99.1% |
| 3Y | +278.4% | +58.1% | +220.3% | +237.2% |
| 5Y | +1,168.7% | +20.6% | +1,148.1% | +1,083.4% |
| All | +1,168.7% | +22.3% | +1,146.4% | +1,083.4% |
Cumulative growth
Daily Returns
Daily percentage return beside GEN.
Daily Out/Under-Performance
Portfolio return minus GEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GEN 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 GEN 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