+1,727.1%
FTI vs RL
+1,969.5%
-242.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.3% | +0.6% | +0.8% |
| 7D | -3.3% | +1.3% | -4.6% | -4.0% |
| 30D | -7.2% | +7.6% | -14.8% | -10.5% |
| 3M | -12.9% | -1.5% | -11.4% | -13.1% |
| 6M | -7.9% | +12.1% | -19.9% | -14.4% |
| YTD | +45.2% | +13.9% | +31.2% | +32.7% |
| 1Y | +48.1% | +20.7% | +27.4% | +31.8% |
| 3Y | +205.0% | +260.6% | -55.6% | +63.2% |
| 5Y | +838.8% | +248.9% | +590.0% | +389.8% |
| 10Y | +174.8% | +355.9% | -181.1% | +21.4% |
| All | +1,727.1% | +1,969.5% | -242.4% | +312.9% |
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