+800.7%
FTI vs S
-56.8%
+857.5%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.3% |
| 7D | +5.3% | -7.7% | +13.0% | +5.9% |
| 30D | +15.3% | -5.3% | +20.7% | +15.6% |
| 3M | +15.8% | +20.3% | -4.5% | +13.9% |
| 6M | +22.6% | +47.4% | -24.8% | +18.4% |
| YTD | +79.5% | +32.5% | +47.0% | +74.5% |
| 1Y | +102.0% | +9.5% | +92.5% | +98.9% |
| 3Y | +315.8% | +15.5% | +300.3% | +303.7% |
| 5Y | +1,129.5% | -71.2% | +1,200.7% | +1,130.6% |
| All | +800.7% | -56.8% | +857.5% | +818.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling