+1,449.6%
FTI vs OUST
-62.4%
+1,512.1%
-47.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OUST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -2.0% | -0.4% |
| 7D | +5.3% | +5.2% | 0.0% | +4.9% |
| 30D | +15.3% | -19.3% | +34.6% | +16.9% |
| 3M | +15.8% | -22.6% | +38.4% | +16.1% |
| 6M | +22.6% | +62.8% | -40.2% | +15.0% |
| YTD | +79.5% | +68.3% | +11.2% | +67.4% |
| 1Y | +102.0% | +28.5% | +73.5% | +89.9% |
| 3Y | +315.8% | +554.0% | -238.2% | +227.6% |
| 5Y | +1,129.5% | -56.2% | +1,185.7% | +1,043.8% |
| All | +1,449.6% | -62.4% | +1,512.1% | +1,278.4% |
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