+1,784.6%
BE vs FTI
+284.3%
+1,500.3%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | -2.1% | +11.7% | +10.7% |
| 7D | +29.8% | -0.2% | +30.0% | +29.7% |
| 30D | +26.4% | +12.3% | +14.1% | +18.7% |
| 3M | +9.3% | +13.8% | -4.4% | +0.9% |
| 6M | +105.1% | +24.3% | +80.8% | +80.0% |
| YTD | +219.0% | +75.8% | +143.3% | +136.0% |
| 1Y | +418.8% | +99.6% | +319.1% | +257.6% |
| 3Y | +1,784.6% | +278.4% | +1,506.1% | +955.7% |
| All | +1,784.6% | +284.3% | +1,500.3% | +955.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling