+1,196.0%
FTI vs REPL
-53.1%
+1,249.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | -0.3% |
| 7D | +5.3% | -3.0% | +8.2% | +5.3% |
| 30D | +15.3% | +27.1% | -11.8% | +14.9% |
| 3M | +15.8% | +52.4% | -36.6% | +14.2% |
| 6M | +22.6% | +107.4% | -84.9% | +20.1% |
| YTD | +79.5% | +54.7% | +24.8% | +76.6% |
| 1Y | +102.0% | +158.9% | -56.8% | +95.3% |
| 3Y | +315.8% | -23.7% | +339.6% | +301.6% |
| All | +1,196.0% | -53.1% | +1,249.0% | +1,250.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling