+303.4%
FTI vs Z
-3.5%
+307.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.3% |
| 7D | -2.3% | -7.1% | +4.7% | -1.2% |
| 30D | +5.0% | -4.8% | +9.8% | +5.6% |
| 3M | +13.8% | -9.3% | +23.2% | +14.7% |
| 6M | +22.9% | -29.0% | +51.9% | +28.3% |
| YTD | +75.0% | -52.9% | +127.9% | +94.6% |
| 1Y | +96.9% | -63.1% | +160.0% | +127.6% |
| 3Y | +276.7% | -36.9% | +313.6% | +285.1% |
| 5Y | +1,157.0% | -65.5% | +1,222.5% | +1,255.3% |
| All | +303.4% | -3.5% | +307.0% | +195.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling