+668.0%
BE vs FTI
+217.4%
+450.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.1% | -7.0% | -5.9% |
| 7D | +10.8% | +4.3% | +6.5% | +8.6% |
| 30D | -19.8% | -4.7% | -15.1% | -17.9% |
| 3M | -18.7% | -13.5% | -5.2% | -13.1% |
| 6M | -33.7% | -8.7% | -25.0% | -31.8% |
| YTD | +121.0% | +49.0% | +71.9% | +80.7% |
| 1Y | +85.4% | +54.0% | +31.4% | +49.1% |
| 3Y | +1,709.5% | +211.6% | +1,497.9% | +919.1% |
| 5Y | +462.2% | +881.9% | -419.7% | +68.1% |
| All | +668.0% | +217.4% | +450.5% | +167.0% |
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