+218.1%
FTI vs REPL
+36.8%
+181.3%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.1% |
| 7D | +4.3% | +1.2% | +3.1% | +4.2% |
| 30D | -4.7% | +92.2% | -96.8% | -7.3% |
| 3M | -13.5% | +44.1% | -57.6% | -15.0% |
| 6M | -8.7% | +313.0% | -321.7% | -16.5% |
| YTD | +49.0% | +125.2% | -76.2% | +36.0% |
| 1Y | +54.0% | +143.8% | -89.7% | +39.9% |
| 3Y | +211.6% | +104.2% | +107.4% | +142.6% |
| 5Y | +881.9% | -34.5% | +916.4% | +744.7% |
| All | +218.1% | +36.8% | +181.3% | +110.0% |
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