+54.0%
FTI vs ROP
+6.9%
+47.2%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.6% | +2.1% |
| 7D | +4.3% | +0.7% | +3.6% | +4.4% |
| 30D | -4.7% | +28.8% | -33.4% | -1.9% |
| 3M | -13.5% | +21.1% | -34.6% | -11.6% |
| 6M | -8.7% | +52.5% | -61.2% | -4.7% |
| YTD | +49.0% | +8.9% | +40.1% | +47.6% |
| 1Y | +54.0% | +8.2% | +45.8% | +52.8% |
| All | +54.0% | +6.9% | +47.2% | +52.8% |
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