+211.7%
FTI vs REPL
+91.4%
+120.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | +0.7% |
| 7D | -4.3% | +14.2% | -18.5% | -4.4% |
| 30D | -8.0% | +65.9% | -73.9% | -8.4% |
| 3M | -8.0% | +84.6% | -92.6% | -8.6% |
| 6M | -8.7% | +446.9% | -455.6% | -10.1% |
| YTD | +43.9% | +129.0% | -85.1% | +42.4% |
| 1Y | +49.8% | +167.9% | -118.1% | +48.0% |
| 3Y | +211.7% | +93.9% | +117.8% | +198.4% |
| All | +211.7% | +91.4% | +120.3% | +198.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling