+192.9%
FTI vs RUN
-33.9%
+226.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.9% |
| 7D | +4.3% | -13.5% | +17.8% | +5.8% |
| 30D | -4.7% | +18.3% | -23.0% | -6.9% |
| 3M | -13.5% | -12.5% | -1.0% | -12.9% |
| 6M | -8.7% | -40.3% | +31.6% | -4.9% |
| YTD | +49.0% | -53.1% | +102.1% | +56.4% |
| 1Y | +54.0% | -54.3% | +108.3% | +61.6% |
| 3Y | +211.6% | -6.5% | +218.1% | +150.5% |
| 5Y | +881.9% | -85.3% | +967.2% | +873.8% |
| 10Y | +188.1% | +68.9% | +119.2% | +74.4% |
| All | +192.9% | -33.9% | +226.8% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling