+1,152.8%
FTI vs OUST
-60.6%
+1,213.4%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.8% | +1.0% |
| 7D | -3.3% | +31.9% | -35.2% | -5.3% |
| 30D | -7.2% | -4.2% | -3.0% | -7.3% |
| 3M | -12.9% | -9.3% | -3.6% | -12.8% |
| 6M | -7.9% | +51.7% | -59.5% | -13.1% |
| YTD | +45.2% | +76.6% | -31.5% | +34.2% |
| 1Y | +48.1% | +48.9% | -0.8% | +38.2% |
| 3Y | +205.0% | +675.3% | -470.3% | +137.2% |
| 5Y | +838.8% | -44.0% | +882.9% | +751.1% |
| All | +1,152.8% | -60.6% | +1,213.4% | +1,004.7% |
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