+1,417.0%
FTI vs OUST
-61.4%
+1,478.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.9% | -5.0% | -2.3% |
| 7D | -0.2% | +12.7% | -12.9% | -1.0% |
| 30D | +12.3% | -13.6% | +26.0% | +13.3% |
| 3M | +13.8% | -8.3% | +22.1% | +12.8% |
| 6M | +24.3% | +85.0% | -60.7% | +15.5% |
| YTD | +75.8% | +73.2% | +2.5% | +63.5% |
| 1Y | +99.6% | +32.5% | +67.2% | +87.3% |
| 3Y | +278.4% | +643.8% | -365.4% | +195.6% |
| 5Y | +1,168.7% | -52.1% | +1,220.8% | +1,071.0% |
| All | +1,417.0% | -61.4% | +1,478.4% | +1,246.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OUST.
Daily Out/Under-Performance
Portfolio return minus OUST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OUST 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 10y: compounded portfolio wealth divided by compounded OUST 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…
10y analysis · Full analysis span regression · 6 months rolling