+236.6%
FTI vs PR
+152.6%
+84.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +1.9% | +1.2% | +2.5% |
| 7D | -7.6% | -16.4% | +8.8% | -1.9% |
| 30D | -7.1% | -1.9% | -5.2% | -6.5% |
| 3M | -8.7% | +8.0% | -16.7% | -11.1% |
| 6M | -14.0% | +4.1% | -18.1% | -15.4% |
| YTD | +42.8% | +58.7% | -15.8% | +21.5% |
| 1Y | +50.4% | +75.8% | -25.5% | +23.5% |
| 3Y | +194.1% | +73.2% | +121.0% | +142.9% |
| 5Y | +775.2% | +230.1% | +545.1% | +475.3% |
| 10Y | +189.2% | +67.4% | +121.8% | +73.1% |
| All | +236.6% | +152.6% | +84.0% | +132.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling