+214.8%
B vs FTI
+189.4%
+25.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.7% | -0.8% |
| 7D | -7.3% | +4.3% | -11.6% | -7.6% |
| 30D | -3.3% | -4.7% | +1.3% | -3.1% |
| 3M | -7.8% | -13.5% | +5.8% | -6.8% |
| 6M | -15.5% | -8.7% | -6.8% | -15.2% |
| YTD | -12.3% | +49.0% | -61.3% | -15.1% |
| 1Y | +5.4% | +54.0% | -48.7% | +1.7% |
| 3Y | +165.5% | +211.6% | -46.1% | +142.2% |
| 5Y | +107.0% | +881.9% | -774.8% | +74.7% |
| All | +214.8% | +189.4% | +25.5% | +172.7% |
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