+184.3%
FTI vs RL
+347.1%
-162.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +1.9% |
| 7D | +1.4% | -4.4% | +5.8% | +3.3% |
| 30D | -6.3% | +5.6% | -11.8% | -9.1% |
| 3M | -13.1% | -0.6% | -12.5% | -13.7% |
| 6M | -8.0% | +15.5% | -23.4% | -16.3% |
| YTD | +47.1% | +12.3% | +34.7% | +33.9% |
| 1Y | +50.7% | +19.3% | +31.4% | +32.8% |
| 3Y | +209.0% | +255.5% | -46.6% | +50.2% |
| 5Y | +847.0% | +247.1% | +599.9% | +342.9% |
| 10Y | +184.3% | +346.0% | -161.7% | +9.5% |
| All | +184.3% | +347.1% | -162.8% | +9.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling