+777.8%
FTI vs S
-57.7%
+835.6%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -2.3% | -1.2% | -1.1% | -2.2% |
| 30D | +5.0% | -12.6% | +17.6% | +5.9% |
| 3M | +13.8% | +27.6% | -13.7% | +11.5% |
| 6M | +22.9% | +35.5% | -12.6% | +19.5% |
| YTD | +75.0% | +29.6% | +45.4% | +70.4% |
| 1Y | +96.9% | +8.1% | +88.8% | +94.1% |
| 3Y | +276.7% | +14.8% | +262.0% | +266.1% |
| 5Y | +1,157.0% | -70.6% | +1,227.6% | +1,159.0% |
| All | +777.8% | -57.7% | +835.6% | +796.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling