+312.5%
FTI vs P
+727.7%
-415.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.5% |
| 7D | -0.2% | +7.8% | -8.0% | -2.1% |
| 30D | +12.3% | +12.3% | 0.0% | +8.5% |
| 3M | +13.8% | +37.1% | -23.3% | +3.6% |
| 6M | +24.3% | +66.1% | -41.8% | +6.2% |
| YTD | +75.8% | +50.9% | +24.8% | +52.3% |
| 1Y | +99.6% | +27.2% | +72.4% | +75.8% |
| 3Y | +278.4% | +158.7% | +119.8% | +147.3% |
| 5Y | +1,168.7% | +291.1% | +877.6% | +586.8% |
| All | +312.5% | +727.7% | -415.1% | +77.0% |
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