+781.6%
FTI vs REPL
-33.0%
+814.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.0% | -2.2% | +0.7% |
| 7D | -4.3% | +14.2% | -18.5% | -4.5% |
| 30D | -8.0% | +65.9% | -73.9% | -8.6% |
| 3M | -8.0% | +84.6% | -92.6% | -8.8% |
| 6M | -8.7% | +446.9% | -455.6% | -11.0% |
| YTD | +43.9% | +129.0% | -85.1% | +41.1% |
| 1Y | +49.8% | +167.9% | -118.1% | +46.5% |
| 3Y | +211.7% | +93.9% | +117.8% | +193.6% |
| 5Y | +781.6% | -33.0% | +814.5% | +840.3% |
| All | +781.6% | -33.0% | +814.5% | +840.3% |
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 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