+207.5%
FTI vs ROP
-5.5%
+213.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.2% |
| 7D | +1.4% | -2.9% | +4.3% | +1.8% |
| 30D | -6.3% | +30.1% | -36.3% | -10.6% |
| 3M | -13.1% | +19.9% | -33.0% | -15.9% |
| 6M | -8.0% | +46.0% | -54.0% | -15.4% |
| YTD | +47.1% | +8.4% | +38.7% | +49.8% |
| 1Y | +50.7% | +8.8% | +41.9% | +53.0% |
| All | +207.5% | -5.5% | +213.1% | +240.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling