+168.4%
RF vs FTI
+1,702.1%
-1,533.8%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.5% | -1.7% |
| 7D | -0.9% | -7.6% | +6.7% | +2.3% |
| 30D | +6.0% | -7.1% | +13.2% | +8.7% |
| 3M | -8.9% | -8.7% | -0.2% | -6.2% |
| 6M | +2.3% | -14.0% | +16.3% | +7.0% |
| YTD | +7.6% | +42.8% | -35.3% | -9.9% |
| 1Y | +21.2% | +50.4% | -29.2% | -0.9% |
| 3Y | +108.5% | +194.1% | -85.6% | +22.3% |
| 5Y | +43.2% | +775.2% | -732.0% | -52.0% |
| 10Y | +288.1% | +189.2% | +98.9% | +74.0% |
| All | +168.4% | +1,702.1% | -1,533.8% | -34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling