+340.4%
RF vs FTI
+311.9%
+28.5%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +1.3% | +5.3% | -4.0% | -0.7% |
| 30D | -3.6% | +15.3% | -18.9% | -9.1% |
| 3M | +8.1% | +15.8% | -7.7% | +1.1% |
| 6M | +11.5% | +22.6% | -11.1% | +1.3% |
| YTD | +15.6% | +79.5% | -64.0% | -10.1% |
| 1Y | +15.7% | +102.0% | -86.3% | -14.7% |
| 3Y | +86.9% | +315.8% | -228.9% | -1.8% |
| 5Y | +89.8% | +1,129.5% | -1,039.7% | -42.3% |
| All | +340.4% | +311.9% | +28.5% | +56.5% |
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