+369.0%
ALL vs FTI
+180.1%
+188.9%
-41.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.2% |
| 7D | -2.6% | +1.4% | -3.9% | -2.8% |
| 30D | +12.7% | -6.3% | +19.0% | +13.7% |
| 3M | +0.4% | -13.1% | +13.5% | +2.5% |
| 6M | +23.8% | -8.0% | +31.8% | +24.7% |
| YTD | +27.8% | +47.1% | -19.3% | +17.6% |
| 1Y | +28.9% | +50.7% | -21.8% | +18.0% |
| 3Y | +113.9% | +209.0% | -95.1% | +67.4% |
| 5Y | +157.4% | +847.0% | -689.6% | +56.0% |
| 10Y | +369.0% | +184.3% | +184.7% | +192.6% |
| All | +369.0% | +180.1% | +188.9% | +192.6% |
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