+838.8%
FTI vs RL
+245.5%
+593.3%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.3% | +1.3% | -4.6% | -3.8% |
| 30D | -7.2% | +7.6% | -14.8% | -9.6% |
| 3M | -12.9% | -1.5% | -11.4% | -12.9% |
| 6M | -7.9% | +12.1% | -19.9% | -12.8% |
| YTD | +45.2% | +13.9% | +31.2% | +35.6% |
| 1Y | +48.1% | +20.7% | +27.4% | +35.1% |
| 3Y | +205.0% | +260.6% | -55.6% | +80.9% |
| 5Y | +838.8% | +248.9% | +590.0% | +471.1% |
| All | +838.8% | +245.5% | +593.3% | +471.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling