+847.0%
FTI vs S
-67.1%
+914.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +1.4% | +1.2% | +0.1% | +1.3% |
| 30D | -6.3% | -7.3% | +1.1% | -5.8% |
| 3M | -13.1% | +5.9% | -19.0% | -13.9% |
| 6M | -8.0% | +45.6% | -53.6% | -11.4% |
| YTD | +47.1% | +58.5% | -11.5% | +39.8% |
| 1Y | +50.7% | +37.6% | +13.1% | +45.0% |
| 3Y | +209.0% | +51.7% | +157.3% | +191.1% |
| 5Y | +847.0% | -67.5% | +914.5% | +899.1% |
| All | +847.0% | -67.1% | +914.0% | +899.1% |
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