+752.7%
FTI vs S
-56.9%
+809.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.9% | -4.8% | -3.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | +0.4% | -11.8% | +12.2% | +1.2% |
| 3M | +8.1% | +33.9% | -25.8% | +5.5% |
| 6M | +16.7% | +40.1% | -23.4% | +13.2% |
| YTD | +70.0% | +32.1% | +37.9% | +65.3% |
| 1Y | +85.4% | +11.0% | +74.4% | +82.4% |
| 3Y | +265.9% | +16.9% | +249.0% | +255.1% |
| 5Y | +1,072.7% | -68.9% | +1,141.7% | +1,073.6% |
| All | +752.7% | -56.9% | +809.6% | +769.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded S 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling