+559.3%
ROKU vs FTI
+299.1%
+260.2%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.3% |
| 7D | -0.4% | -4.4% | +4.0% | +0.4% |
| 30D | +2.1% | +1.5% | +0.6% | +1.7% |
| 3M | +29.5% | +8.2% | +21.3% | +27.1% |
| 6M | +53.8% | +18.8% | +35.0% | +47.6% |
| YTD | +42.8% | +71.7% | -28.9% | +27.2% |
| 1Y | +60.7% | +90.0% | -29.3% | +39.9% |
| 3Y | +83.9% | +270.5% | -186.6% | +40.0% |
| 5Y | -52.8% | +1,084.5% | -1,137.3% | -70.8% |
| All | +559.3% | +299.1% | +260.2% | +373.0% |
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