+30.5%
ALL vs FTI
+49.9%
-19.3%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.9% |
| 7D | -0.1% | -3.3% | +3.1% | -0.3% |
| 30D | +13.8% | -7.2% | +21.0% | +13.4% |
| 3M | -2.8% | -12.9% | +10.1% | -3.3% |
| 6M | +23.7% | -7.9% | +31.5% | +23.9% |
| YTD | +27.3% | +45.2% | -17.9% | +28.1% |
| 1Y | +30.5% | +48.1% | -17.5% | +30.5% |
| All | +30.5% | +49.9% | -19.3% | +30.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling