+277.6%
FTI vs RUN
-37.3%
+314.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.1% | -0.3% |
| 7D | -2.3% | -1.8% | -0.5% | -2.3% |
| 30D | +5.0% | -10.8% | +15.9% | +5.3% |
| 3M | +13.8% | -30.2% | +44.0% | +14.7% |
| 6M | +22.9% | -22.3% | +45.2% | +23.2% |
| YTD | +75.0% | -52.2% | +127.2% | +77.3% |
| 1Y | +96.9% | -45.1% | +142.0% | +98.0% |
| All | +277.6% | -37.3% | +314.9% | +245.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling