+1,168.7%
FTI vs M
+24.8%
+1,143.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.6% | +0.5% | -1.6% |
| 7D | -0.2% | +2.4% | -2.6% | -0.6% |
| 30D | +12.3% | -11.6% | +24.0% | +14.9% |
| 3M | +13.8% | +1.6% | +12.1% | +12.6% |
| 6M | +24.3% | +25.2% | -0.9% | +17.6% |
| YTD | +75.8% | +3.8% | +72.0% | +72.1% |
| 1Y | +99.6% | +36.3% | +63.3% | +84.1% |
| 3Y | +278.4% | +116.3% | +162.1% | +199.7% |
| 5Y | +1,168.7% | +28.2% | +1,140.5% | +1,038.1% |
| All | +1,168.7% | +24.8% | +1,143.9% | +1,038.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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