+2,159.9%
FTI vs M
+120.3%
+2,039.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.6% | -2.9% | -1.1% |
| 7D | +5.3% | +4.7% | +0.5% | +3.8% |
| 30D | +15.3% | -9.6% | +25.0% | +18.8% |
| 3M | +15.8% | +0.9% | +14.9% | +14.3% |
| 6M | +22.6% | +22.3% | +0.3% | +13.3% |
| YTD | +79.5% | +6.5% | +73.0% | +72.1% |
| 1Y | +102.0% | +38.8% | +63.3% | +76.9% |
| 3Y | +315.8% | +115.9% | +199.9% | +190.6% |
| 5Y | +1,129.5% | +28.6% | +1,100.9% | +816.3% |
| 10Y | +320.9% | -2.5% | +323.5% | +179.0% |
| All | +2,159.9% | +120.3% | +2,039.7% | +659.3% |
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