+157.6%
B vs FTI
+1,129.5%
-971.9%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.2% |
| 7D | -1.6% | +5.3% | -6.9% | -2.2% |
| 30D | +9.4% | +15.3% | -5.9% | +7.5% |
| 3M | +5.0% | +15.8% | -10.8% | +2.9% |
| 6M | -3.5% | +22.6% | -26.1% | -6.4% |
| YTD | +4.5% | +79.5% | -75.1% | -3.2% |
| 1Y | +67.8% | +102.0% | -34.2% | +53.1% |
| 3Y | +196.7% | +315.8% | -119.1% | +146.4% |
| All | +157.6% | +1,129.5% | -971.9% | +90.5% |
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