+269.2%
B vs FTI
+1,715.2%
-1,446.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.7% | +3.5% | +4.1% |
| 7D | +11.3% | -4.3% | +15.6% | +12.2% |
| 30D | +2.9% | -8.0% | +11.0% | +4.5% |
| 3M | -2.9% | -8.0% | +5.2% | -1.6% |
| 6M | -1.2% | -8.7% | +7.5% | 0.0% |
| YTD | -1.3% | +43.9% | -45.2% | -9.4% |
| 1Y | +30.4% | +49.8% | -19.4% | +18.7% |
| 3Y | +195.3% | +211.7% | -16.4% | +124.9% |
| 5Y | +146.2% | +781.6% | -635.3% | +42.8% |
| 10Y | +200.5% | +180.2% | +20.3% | +96.8% |
| All | +269.2% | +1,715.2% | -1,446.0% | +50.3% |
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