+208.6%
B vs FTI
+178.7%
+29.9%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | +0.9% | -7.0% | -6.2% |
| 7D | +7.1% | -3.3% | +10.4% | +7.4% |
| 30D | -3.3% | -7.2% | +3.9% | -2.8% |
| 3M | -2.5% | -12.9% | +10.3% | -1.6% |
| 6M | -7.2% | -7.9% | +0.6% | -6.9% |
| YTD | -7.4% | +45.2% | -52.5% | -10.2% |
| 1Y | +16.4% | +48.1% | -31.6% | +12.6% |
| 3Y | +178.7% | +205.0% | -26.3% | +154.5% |
| 5Y | +121.7% | +838.8% | -717.1% | +87.3% |
| 10Y | +208.6% | +174.8% | +33.8% | +167.7% |
| All | +208.6% | +178.7% | +29.9% | +167.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling