+762.4%
FTI vs OUST
-49.1%
+811.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -10.9% | +2.2% |
| 7D | -7.6% | +17.0% | -24.6% | -8.7% |
| 30D | -7.1% | -16.5% | +9.4% | -6.3% |
| 3M | -8.7% | -23.7% | +15.0% | -7.6% |
| 6M | -14.0% | +18.4% | -32.4% | -17.2% |
| YTD | +42.8% | +60.8% | -17.9% | +33.4% |
| 1Y | +50.4% | +44.2% | +6.2% | +41.2% |
| 3Y | +194.1% | +668.1% | -474.0% | +133.7% |
| All | +762.4% | -49.1% | +811.5% | +678.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling