+1,095.4%
FTI vs OUST
-68.5%
+1,163.9%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -9.0% | +4.5% | -3.9% |
| 7D | -8.0% | -5.0% | -3.0% | -7.8% |
| 30D | -11.9% | -32.0% | +20.2% | -9.7% |
| 3M | -11.0% | -32.4% | +21.3% | -9.1% |
| 6M | -17.8% | +6.7% | -24.5% | -20.4% |
| YTD | +38.5% | +41.0% | -2.5% | +30.2% |
| 1Y | +45.9% | +18.0% | +28.0% | +38.6% |
| 3Y | +181.8% | +560.6% | -378.8% | +121.7% |
| 5Y | +748.6% | -55.1% | +803.7% | +682.1% |
| All | +1,095.4% | -68.5% | +1,163.9% | +971.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling