+1,168.7%
FTI vs S
-72.3%
+1,241.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.9% |
| 7D | -0.2% | -5.8% | +5.6% | +0.3% |
| 30D | +12.3% | -9.2% | +21.5% | +13.0% |
| 3M | +13.8% | +23.4% | -9.6% | +11.6% |
| 6M | +24.3% | +36.9% | -12.6% | +20.4% |
| YTD | +75.8% | +29.5% | +46.2% | +70.8% |
| 1Y | +99.6% | +5.4% | +94.2% | +97.0% |
| 3Y | +278.4% | +14.7% | +263.7% | +266.5% |
| 5Y | +1,168.7% | -71.5% | +1,240.2% | +1,206.3% |
| All | +1,168.7% | -72.3% | +1,241.0% | +1,206.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling