+245.5%
FTI vs RUN
-29.4%
+274.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +3.7% | -5.8% | -2.5% |
| 7D | -0.2% | +10.2% | -10.3% | -1.3% |
| 30D | +12.3% | -9.6% | +21.9% | +13.4% |
| 3M | +13.8% | -31.5% | +45.3% | +17.7% |
| 6M | +24.3% | -18.7% | +43.0% | +25.2% |
| YTD | +75.8% | -49.9% | +125.7% | +84.3% |
| 1Y | +99.6% | -45.5% | +145.1% | +104.8% |
| 3Y | +278.4% | -34.1% | +312.5% | +222.1% |
| 5Y | +1,168.7% | -79.4% | +1,248.1% | +1,092.4% |
| 10Y | +297.5% | +48.9% | +248.6% | +143.1% |
| All | +245.5% | -29.4% | +274.9% | +116.2% |
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