+90.0%
FTI vs S
+8.9%
+81.1%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -4.4% | -0.7% | -3.7% | -4.4% |
| 30D | +1.5% | -11.4% | +12.9% | +1.4% |
| 3M | +8.2% | +33.8% | -25.6% | +9.1% |
| 6M | +18.8% | +39.5% | -20.7% | +19.8% |
| YTD | +71.7% | +31.7% | +40.0% | +73.0% |
| 1Y | +90.0% | +7.0% | +83.1% | +90.2% |
| All | +90.0% | +8.9% | +81.1% | +90.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling