+261.5%
RF vs FTI
+185.2%
+76.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.7% | +1.5% | +1.9% |
| 7D | -0.1% | -4.3% | +4.2% | +1.5% |
| 30D | +7.0% | -8.0% | +15.1% | +10.0% |
| 3M | -7.0% | -8.0% | +1.0% | -4.7% |
| 6M | +6.8% | -8.7% | +15.5% | +8.7% |
| YTD | +9.9% | +43.9% | -34.0% | -7.4% |
| 1Y | +21.1% | +49.8% | -28.7% | +0.3% |
| 3Y | +119.6% | +211.7% | -92.1% | +29.1% |
| 5Y | +46.2% | +781.6% | -735.4% | -49.1% |
| 10Y | +261.5% | +180.2% | +81.3% | +45.1% |
| All | +261.5% | +185.2% | +76.3% | +45.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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