+28.9%
ALL vs FTI
+50.1%
-21.2%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.3% | -0.9% | +0.5% |
| 7D | -2.6% | +1.4% | -3.9% | -2.4% |
| 30D | +12.7% | -6.3% | +19.0% | +12.4% |
| 3M | +0.4% | -13.1% | +13.5% | -0.1% |
| 6M | +23.8% | -8.0% | +31.8% | +24.0% |
| YTD | +27.8% | +47.1% | -19.3% | +28.1% |
| 1Y | +28.9% | +50.7% | -21.8% | +27.9% |
| All | +28.9% | +50.1% | -21.2% | +27.9% |
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