+297.5%
FTI vs PR
+101.2%
+196.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.2% | -3.3% | -2.5% |
| 7D | -0.2% | -0.6% | +0.4% | 0.0% |
| 30D | +12.3% | +17.4% | -5.0% | +6.3% |
| 3M | +13.8% | +21.8% | -8.0% | +6.2% |
| 6M | +24.3% | +27.6% | -3.3% | +13.9% |
| YTD | +75.8% | +71.4% | +4.3% | +45.5% |
| 1Y | +99.6% | +78.3% | +21.3% | +62.7% |
| 3Y | +278.4% | +85.5% | +192.9% | +204.4% |
| 5Y | +1,168.7% | +422.7% | +746.0% | +626.0% |
| 10Y | +297.5% | +87.1% | +210.4% | +134.2% |
| All | +297.5% | +101.2% | +196.3% | +134.2% |
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