+278.4%
FTI vs RL
+211.8%
+66.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.1% | -1.0% | -1.8% |
| 7D | -0.2% | +1.9% | -2.1% | -0.7% |
| 30D | +12.3% | -12.2% | +24.5% | +16.1% |
| 3M | +13.8% | -6.6% | +20.4% | +14.9% |
| 6M | +24.3% | +3.2% | +21.1% | +20.5% |
| YTD | +75.8% | -1.3% | +77.1% | +72.6% |
| 1Y | +99.6% | +13.6% | +86.0% | +86.0% |
| 3Y | +278.4% | +210.9% | +67.5% | +177.5% |
| All | +278.4% | +211.8% | +66.6% | +177.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling