+990.2%
ALL vs FTI
+2,165.1%
-1,175.0%
-77.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.3% |
| 7D | 0.0% | +5.3% | -5.2% | -1.2% |
| 30D | -1.5% | +15.3% | -16.8% | -5.0% |
| 3M | +23.6% | +15.8% | +7.9% | +18.7% |
| 6M | +22.3% | +22.6% | -0.2% | +15.3% |
| YTD | +26.5% | +79.5% | -53.0% | +8.2% |
| 1Y | +27.0% | +102.0% | -75.0% | +5.1% |
| 3Y | +149.6% | +315.8% | -166.2% | +66.6% |
| 5Y | +118.1% | +1,129.5% | -1,011.4% | +3.6% |
| 10Y | +369.0% | +320.9% | +48.0% | +152.8% |
| All | +990.2% | +2,165.1% | -1,175.0% | +270.9% |
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 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