+323.1%
FTI vs PR
+169.5%
+153.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.2% |
| 7D | +5.3% | +2.9% | +2.4% | +4.3% |
| 30D | +15.3% | +18.0% | -2.7% | +9.0% |
| 3M | +15.8% | +16.9% | -1.1% | +9.7% |
| 6M | +22.6% | +28.2% | -5.6% | +12.2% |
| YTD | +79.5% | +69.3% | +10.2% | +49.5% |
| 1Y | +102.0% | +69.5% | +32.5% | +67.8% |
| 3Y | +315.8% | +81.7% | +234.1% | +237.4% |
| 5Y | +1,129.5% | +422.2% | +707.3% | +608.0% |
| 10Y | +320.9% | +110.4% | +210.6% | +155.6% |
| All | +323.1% | +169.5% | +153.6% | +185.6% |
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