+114.8%
ALL vs FTI
+1,110.9%
-996.1%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.2% | -2.1% |
| 7D | -1.7% | -0.2% | -1.5% | -1.7% |
| 30D | -4.7% | +12.3% | -17.0% | -6.2% |
| 3M | +18.4% | +13.8% | +4.6% | +16.1% |
| 6M | +20.5% | +24.3% | -3.8% | +16.4% |
| YTD | +23.5% | +75.8% | -52.2% | +13.3% |
| 1Y | +29.0% | +99.6% | -70.7% | +15.8% |
| 3Y | +153.7% | +278.4% | -124.7% | +103.5% |
| 5Y | +114.8% | +1,168.7% | -1,053.9% | +41.0% |
| All | +114.8% | +1,110.9% | -996.1% | +41.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling