+291.9%
FTI vs ROP
+135.7%
+156.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.5% | -2.4% | -2.6% |
| 7D | -5.6% | -8.0% | +2.4% | -1.2% |
| 30D | +0.4% | -2.7% | +3.1% | +1.7% |
| 3M | +8.1% | +16.6% | -8.5% | -2.6% |
| 6M | +16.7% | +10.4% | +6.3% | +7.9% |
| YTD | +70.0% | -12.1% | +82.1% | +78.8% |
| 1Y | +85.4% | -23.6% | +109.1% | +112.1% |
| 3Y | +265.9% | -19.3% | +285.3% | +298.7% |
| 5Y | +1,072.7% | -15.4% | +1,088.1% | +1,101.0% |
| All | +291.9% | +135.7% | +156.2% | +122.7% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling