+2,102.5%
FTI vs RSG
+2,693.3%
-590.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.8% | -0.7% |
| 7D | -2.3% | 0.0% | -2.3% | -2.3% |
| 30D | +5.0% | +3.7% | +1.4% | +2.6% |
| 3M | +13.8% | +6.2% | +7.7% | +9.0% |
| 6M | +22.9% | -2.8% | +25.7% | +23.5% |
| YTD | +75.0% | +5.9% | +69.1% | +66.2% |
| 1Y | +96.9% | -1.8% | +98.6% | +95.5% |
| 3Y | +276.7% | +57.5% | +219.2% | +173.0% |
| 5Y | +1,157.0% | +91.1% | +1,065.9% | +688.4% |
| 10Y | +310.7% | +428.1% | -117.4% | +39.2% |
| All | +2,102.5% | +2,693.3% | -590.8% | +202.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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