+295.8%
FTI vs RUN
+42.2%
+253.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -4.4% | -3.7% | -0.7% | -4.0% |
| 30D | +1.5% | -13.0% | +14.5% | +3.0% |
| 3M | +8.2% | -31.8% | +40.0% | +12.2% |
| 6M | +18.8% | -32.2% | +51.1% | +22.3% |
| YTD | +71.7% | -53.5% | +125.2% | +82.0% |
| 1Y | +90.0% | -46.5% | +136.6% | +95.4% |
| 3Y | +270.5% | -37.6% | +308.1% | +211.7% |
| 5Y | +1,084.5% | -80.9% | +1,165.4% | +1,019.0% |
| All | +295.8% | +42.2% | +253.6% | +107.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 10y: compounded portfolio wealth divided by compounded RUN 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…
10y analysis · Full analysis span regression · 6 months rolling