+54.6%
FTI vs RL
+34.3%
+20.2%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +4.5% | -7.8% | -3.3% |
| 7D | -9.7% | +5.8% | -15.4% | -9.6% |
| 30D | -8.2% | +12.7% | -20.9% | -8.3% |
| 3M | -7.8% | +9.3% | -17.2% | -7.7% |
| 6M | -13.4% | +16.9% | -30.3% | -14.0% |
| YTD | +45.1% | +17.5% | +27.6% | +42.1% |
| 1Y | +54.6% | +34.6% | +19.9% | +44.7% |
| All | +54.6% | +34.3% | +20.2% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 1y: compounded portfolio wealth divided by compounded RL 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…
1y analysis · Full analysis span regression · 6 months rolling