+364.8%
ALL vs FTI
+297.7%
+67.1%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.1% |
| 7D | -2.2% | -2.3% | +0.1% | -1.8% |
| 30D | -5.6% | +5.0% | -10.6% | -6.4% |
| 3M | +17.2% | +13.8% | +3.4% | +14.2% |
| 6M | +23.2% | +22.9% | +0.4% | +18.1% |
| YTD | +23.6% | +75.0% | -51.4% | +10.7% |
| 1Y | +29.2% | +96.9% | -67.7% | +13.0% |
| 3Y | +153.8% | +276.7% | -122.9% | +92.3% |
| 5Y | +116.1% | +1,157.0% | -1,040.9% | +24.4% |
| 10Y | +364.8% | +310.7% | +54.1% | +176.6% |
| All | +364.8% | +297.7% | +67.1% | +176.6% |
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