+2,159.9%
FTI vs GEN
+1,156.6%
+1,003.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | +5.3% | -1.2% | +6.5% | +5.6% |
| 30D | +15.3% | +10.1% | +5.2% | +12.1% |
| 3M | +15.8% | +16.1% | -0.3% | +10.2% |
| 6M | +22.6% | +38.9% | -16.3% | +9.7% |
| YTD | +79.5% | +14.4% | +65.1% | +69.3% |
| 1Y | +102.0% | +5.9% | +96.2% | +94.6% |
| 3Y | +315.8% | +58.8% | +257.0% | +251.5% |
| 5Y | +1,129.5% | +24.7% | +1,104.8% | +987.0% |
| 10Y | +320.9% | +163.1% | +157.9% | +174.9% |
| All | +2,159.9% | +1,156.6% | +1,003.3% | +824.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling