+207.7%
FTI vs PSLV
+108.9%
+98.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -5.3% | +2.4% | -1.7% |
| 7D | -5.6% | -4.9% | -0.7% | -4.6% |
| 30D | +0.4% | -1.9% | +2.3% | +0.7% |
| 3M | +8.1% | +4.2% | +3.9% | +6.6% |
| 6M | +16.7% | -27.6% | +44.3% | +23.8% |
| YTD | +70.0% | -11.7% | +81.6% | +66.0% |
| 1Y | +85.4% | +49.3% | +36.1% | +56.3% |
| 3Y | +265.9% | +167.1% | +98.8% | +161.1% |
| 5Y | +1,072.7% | +151.7% | +921.1% | +741.4% |
| 10Y | +298.9% | +187.0% | +112.0% | +165.3% |
| All | +207.7% | +108.9% | +98.8% | +77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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