+1,132.9%
FTI vs OUST
-64.1%
+1,197.0%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +14.0% | -10.9% | +2.1% |
| 7D | -7.6% | +17.0% | -24.6% | -8.8% |
| 30D | -7.1% | -16.5% | +9.4% | -6.3% |
| 3M | -8.7% | -23.7% | +15.0% | -7.5% |
| 6M | -14.0% | +18.4% | -32.4% | -17.4% |
| YTD | +42.8% | +60.8% | -17.9% | +32.9% |
| 1Y | +50.4% | +44.2% | +6.2% | +40.7% |
| 3Y | +194.1% | +668.1% | -474.0% | +128.8% |
| 5Y | +775.2% | -48.8% | +824.0% | +698.8% |
| All | +1,132.9% | -64.1% | +1,197.0% | +994.8% |
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