+180.2%
FTI vs PR
+66.7%
+113.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.8% | +1.1% |
| 7D | -4.3% | -12.4% | +8.1% | +0.1% |
| 30D | -8.0% | -6.6% | -1.5% | -5.9% |
| 3M | -8.0% | +7.5% | -15.5% | -10.4% |
| 6M | -8.7% | +10.8% | -19.5% | -12.1% |
| YTD | +43.9% | +57.0% | -13.1% | +22.5% |
| 1Y | +49.8% | +67.9% | -18.1% | +24.7% |
| 3Y | +211.7% | +87.6% | +124.1% | +150.4% |
| 5Y | +781.6% | +220.4% | +561.2% | +481.5% |
| 10Y | +180.2% | +64.8% | +115.3% | +69.8% |
| All | +180.2% | +66.7% | +113.5% | +69.8% |
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