+1,036.2%
FTI vs RUN
-81.0%
+1,117.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.1% |
| 7D | -4.4% | -3.7% | -0.7% | -4.2% |
| 30D | +1.5% | -13.0% | +14.5% | +2.3% |
| 3M | +8.2% | -31.8% | +40.0% | +10.5% |
| 6M | +18.8% | -32.2% | +51.1% | +20.9% |
| YTD | +71.7% | -53.5% | +125.2% | +77.7% |
| 1Y | +90.0% | -46.5% | +136.6% | +93.2% |
| 3Y | +270.5% | -37.6% | +308.1% | +230.0% |
| All | +1,036.2% | -81.0% | +1,117.2% | +980.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling