+102.0%
FTI vs ROP
-21.5%
+123.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | -0.8% |
| 7D | +5.3% | -4.4% | +9.7% | +4.6% |
| 30D | +15.3% | +3.2% | +12.1% | +16.0% |
| 3M | +15.8% | +23.1% | -7.3% | +20.1% |
| 6M | +22.6% | +13.3% | +9.3% | +25.4% |
| YTD | +79.5% | -7.9% | +87.4% | +68.2% |
| 1Y | +102.0% | -22.1% | +124.1% | +73.2% |
| All | +102.0% | -21.5% | +123.5% | +73.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling