+174.8%
FTI vs P
+691.2%
-516.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.1% |
| 7D | -3.3% | -13.3% | +10.0% | -0.2% |
| 30D | -7.2% | -34.0% | +26.8% | +1.7% |
| 3M | -12.9% | +4.1% | -17.0% | -15.5% |
| 6M | -7.9% | +30.5% | -38.3% | -17.2% |
| YTD | +45.2% | +52.2% | -7.0% | +23.5% |
| 1Y | +48.1% | +10.3% | +37.8% | +34.1% |
| 3Y | +205.0% | +180.9% | +24.1% | +91.3% |
| 5Y | +838.8% | +259.7% | +579.1% | +414.3% |
| 10Y | +174.8% | +652.6% | -477.8% | +14.2% |
| All | +174.8% | +691.2% | -516.4% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling