+211.6%
FTI vs RUN
-7.3%
+218.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.0% |
| 7D | +4.3% | -13.5% | +17.8% | +4.5% |
| 30D | -4.7% | +18.3% | -23.0% | -5.1% |
| 3M | -13.5% | -12.5% | -1.0% | -13.4% |
| 6M | -8.7% | -40.3% | +31.6% | -7.9% |
| YTD | +49.0% | -53.1% | +102.1% | +50.6% |
| 1Y | +54.0% | -54.3% | +108.3% | +55.7% |
| 3Y | +211.6% | -6.5% | +218.1% | +185.9% |
| All | +211.6% | -7.3% | +218.9% | +185.9% |
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 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