+291.9%
FTI vs Z
-6.2%
+298.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.8% | -0.1% | -2.4% |
| 7D | -5.6% | -11.6% | +6.0% | -3.8% |
| 30D | +0.4% | -8.5% | +8.9% | +1.6% |
| 3M | +8.1% | -7.9% | +16.0% | +8.6% |
| 6M | +16.7% | -29.1% | +45.8% | +21.9% |
| YTD | +70.0% | -54.2% | +124.2% | +89.8% |
| 1Y | +85.4% | -63.5% | +149.0% | +114.7% |
| 3Y | +265.9% | -38.6% | +304.5% | +275.7% |
| 5Y | +1,072.7% | -66.0% | +1,138.7% | +1,166.7% |
| All | +291.9% | -6.2% | +298.1% | +188.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded Z 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling