+2,159.9%
FTI vs RL
+1,713.6%
+446.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -1.1% |
| 7D | +5.3% | -0.8% | +6.1% | +5.5% |
| 30D | +15.3% | -7.8% | +23.1% | +19.0% |
| 3M | +15.8% | -4.0% | +19.8% | +16.4% |
| 6M | +22.6% | -1.9% | +24.5% | +20.4% |
| YTD | +79.5% | -0.2% | +79.7% | +74.7% |
| 1Y | +102.0% | +10.7% | +91.3% | +87.2% |
| 3Y | +315.8% | +210.8% | +105.1% | +137.9% |
| 5Y | +1,129.5% | +238.2% | +891.3% | +548.8% |
| 10Y | +320.9% | +313.4% | +7.6% | +95.0% |
| All | +2,159.9% | +1,713.6% | +446.3% | +443.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling