+1,003.0%
BE vs FTI
+265.7%
+737.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.0% | +5.7% | +6.2% |
| 7D | +9.0% | -4.4% | +13.4% | +11.4% |
| 30D | +16.3% | +1.5% | +14.8% | +15.3% |
| 3M | +10.8% | +8.2% | +2.6% | +5.4% |
| 6M | +73.2% | +18.8% | +54.4% | +57.1% |
| YTD | +217.4% | +71.7% | +145.7% | +142.8% |
| 1Y | +309.8% | +90.0% | +219.7% | +196.3% |
| 3Y | +1,726.2% | +270.5% | +1,455.7% | +840.6% |
| 5Y | +1,306.2% | +1,084.5% | +221.6% | +279.1% |
| All | +1,003.0% | +265.7% | +737.3% | +258.8% |
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