+1,750.9%
FTI vs M
+139.5%
+1,611.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.9% | +2.2% | +1.6% |
| 7D | +1.4% | -3.3% | +4.7% | +2.3% |
| 30D | -6.3% | +8.1% | -14.3% | -9.2% |
| 3M | -13.1% | +2.2% | -15.3% | -14.7% |
| 6M | -8.0% | +35.1% | -43.1% | -18.2% |
| YTD | +47.1% | +15.8% | +31.2% | +35.9% |
| 1Y | +50.7% | +25.8% | +24.8% | +35.2% |
| 3Y | +209.0% | +156.2% | +52.7% | +103.2% |
| 5Y | +847.0% | -2.4% | +849.3% | +682.6% |
| 10Y | +184.3% | -7.1% | +191.4% | +90.4% |
| All | +1,750.9% | +139.5% | +1,611.4% | +499.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling