+114.8%
FTI vs INDA
+111.6%
+3.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.6% | -0.5% | -1.0% |
| 7D | -0.2% | -1.0% | +0.8% | +0.5% |
| 30D | +12.3% | -2.5% | +14.9% | +14.3% |
| 3M | +13.8% | +4.0% | +9.8% | +10.3% |
| 6M | +24.3% | -1.8% | +26.1% | +24.5% |
| YTD | +75.8% | -9.2% | +84.9% | +85.7% |
| 1Y | +99.6% | -7.2% | +106.8% | +107.4% |
| 3Y | +278.4% | +9.8% | +268.6% | +246.2% |
| 5Y | +1,168.7% | +7.5% | +1,161.2% | +1,080.2% |
| 10Y | +297.5% | +80.8% | +216.8% | +168.0% |
| All | +114.8% | +111.6% | +3.2% | +26.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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