+178.4%
FTI vs PR
+83.7%
+94.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -1.4% |
| 7D | +5.4% | +6.7% | -1.3% | +3.1% |
| 30D | -8.2% | -6.1% | -2.1% | -6.2% |
| 3M | -13.7% | +6.9% | -20.5% | -15.8% |
| 6M | -11.2% | +14.6% | -25.8% | -15.5% |
| YTD | +46.0% | +66.1% | -20.1% | +21.9% |
| 1Y | +51.8% | +77.0% | -25.2% | +24.1% |
| 3Y | +206.7% | +93.8% | +112.9% | +143.5% |
| 5Y | +862.0% | +268.2% | +593.8% | +507.4% |
| All | +178.4% | +83.7% | +94.6% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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