+226.4%
FTI vs PR
+147.8%
+78.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -4.9% | +0.3% | -2.9% |
| 7D | -8.0% | -16.5% | +8.5% | -2.2% |
| 30D | -11.9% | -4.5% | -7.4% | -10.5% |
| 3M | -11.0% | +8.5% | -19.6% | -13.6% |
| 6M | -17.8% | -3.3% | -14.5% | -17.2% |
| YTD | +38.5% | +55.7% | -17.2% | +18.5% |
| 1Y | +45.9% | +82.0% | -36.1% | +18.4% |
| 3Y | +181.8% | +62.5% | +119.4% | +137.6% |
| 5Y | +748.6% | +223.9% | +524.7% | +461.3% |
| 10Y | +180.4% | +64.2% | +116.2% | +68.9% |
| All | +226.4% | +147.8% | +78.6% | +126.4% |
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