+965.9%
ALL vs FTI
+1,715.2%
-749.3%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.6% |
| 7D | -3.9% | -4.3% | +0.5% | -2.9% |
| 30D | +10.6% | -8.0% | +18.7% | +12.5% |
| 3M | -4.6% | -8.0% | +3.5% | -3.2% |
| 6M | +20.2% | -8.7% | +28.9% | +21.6% |
| YTD | +23.7% | +43.9% | -20.2% | +11.1% |
| 1Y | +27.9% | +49.8% | -21.9% | +13.6% |
| 3Y | +109.2% | +211.7% | -102.5% | +49.7% |
| 5Y | +148.0% | +781.6% | -633.6% | +28.2% |
| 10Y | +363.8% | +180.2% | +183.6% | +178.5% |
| All | +965.9% | +1,715.2% | -749.3% | +281.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling