+273.5%
FTI vs REPL
-9.7%
+283.2%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.7% | -0.4% |
| 7D | -2.3% | -9.6% | +7.2% | -1.9% |
| 30D | +5.0% | +5.7% | -0.7% | +4.7% |
| 3M | +13.8% | +56.4% | -42.5% | +9.7% |
| 6M | +22.9% | +67.4% | -44.6% | +14.0% |
| YTD | +75.0% | +48.7% | +26.3% | +62.7% |
| 1Y | +96.9% | +148.3% | -51.4% | +73.2% |
| 3Y | +276.7% | -26.7% | +303.4% | +220.3% |
| 5Y | +1,157.0% | -54.1% | +1,211.2% | +991.0% |
| All | +273.5% | -9.7% | +283.2% | +151.3% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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