+2,159.9%
FTI vs ROP
+2,192.5%
-32.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.6% | +3.3% | +1.9% |
| 7D | +5.3% | -4.4% | +9.7% | +8.2% |
| 30D | +15.3% | +3.2% | +12.1% | +12.7% |
| 3M | +15.8% | +23.1% | -7.3% | -0.1% |
| 6M | +22.6% | +13.3% | +9.3% | +10.5% |
| YTD | +79.5% | -7.9% | +87.4% | +82.0% |
| 1Y | +102.0% | -22.1% | +124.1% | +126.2% |
| 3Y | +315.8% | -16.8% | +332.6% | +341.9% |
| 5Y | +1,129.5% | -13.5% | +1,143.0% | +1,139.2% |
| 10Y | +320.9% | +137.7% | +183.3% | +118.2% |
| All | +2,159.9% | +2,192.5% | -32.5% | +274.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling