+295.8%
FTI vs USFR
+28.1%
+267.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USFR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | +1.5% | +0.4% | +1.1% | +1.0% |
| 3M | +8.2% | +1.0% | +7.2% | +6.7% |
| 6M | +18.8% | +2.0% | +16.8% | +15.7% |
| YTD | +71.7% | +2.8% | +68.9% | +65.5% |
| 1Y | +90.0% | +4.1% | +86.0% | +80.1% |
| 3Y | +270.5% | +14.1% | +256.3% | +214.1% |
| 5Y | +1,084.5% | +20.6% | +1,064.0% | +834.5% |
| All | +295.8% | +28.1% | +267.7% | +206.4% |
Cumulative growth
Daily Returns
Daily percentage return beside USFR.
Daily Out/Under-Performance
Portfolio return minus USFR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USFR 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 USFR 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