+1,186.0%
FTI vs OUST
-65.5%
+1,251.5%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -8.5% | +10.6% | +2.7% |
| 7D | +4.3% | -3.8% | +8.1% | +4.5% |
| 30D | -4.7% | +5.1% | -9.7% | -5.3% |
| 3M | -13.5% | -25.8% | +12.3% | -12.3% |
| 6M | -8.7% | -2.0% | -6.7% | -10.8% |
| YTD | +49.0% | +54.7% | -5.7% | +38.9% |
| 1Y | +54.0% | +48.8% | +5.2% | +43.7% |
| 3Y | +211.6% | +607.8% | -396.2% | +143.9% |
| 5Y | +881.9% | -52.7% | +934.6% | +801.6% |
| All | +1,186.0% | -65.5% | +1,251.5% | +1,044.2% |
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