+862.0%
FTI vs Z
-54.7%
+916.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.5% |
| 7D | +5.4% | -4.9% | +10.3% | +5.9% |
| 30D | -8.2% | +3.0% | -11.2% | -9.0% |
| 3M | -13.7% | -13.4% | -0.3% | -12.9% |
| 6M | -11.2% | -27.3% | +16.1% | -8.6% |
| YTD | +46.0% | -57.8% | +103.8% | +61.5% |
| 1Y | +51.8% | -60.0% | +111.8% | +69.2% |
| 3Y | +206.7% | -21.5% | +228.3% | +201.3% |
| 5Y | +862.0% | -55.0% | +917.0% | +893.3% |
| All | +862.0% | -54.7% | +916.8% | +893.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling