+207.5%
FTI vs OUST
+692.9%
-485.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +1.4% | +14.0% | -12.6% | +0.3% |
| 30D | -6.3% | +2.5% | -8.8% | -6.8% |
| 3M | -13.1% | -15.3% | +2.2% | -12.7% |
| 6M | -8.0% | +42.6% | -50.6% | -13.1% |
| YTD | +47.1% | +76.6% | -29.6% | +34.8% |
| 1Y | +50.7% | +54.1% | -3.4% | +39.3% |
| All | +207.5% | +692.9% | -485.4% | +139.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling