+1,227.8%
BE vs FTI
+1,177.2%
+50.6%
-75.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.4% | -2.4% | -2.7% |
| 7D | +23.9% | -2.3% | +26.3% | +25.1% |
| 30D | +27.8% | +5.0% | +22.8% | +24.9% |
| 3M | +3.7% | +13.8% | -10.1% | -3.3% |
| 6M | +78.0% | +22.9% | +55.1% | +60.1% |
| YTD | +209.9% | +75.0% | +134.9% | +140.1% |
| 1Y | +389.6% | +96.9% | +292.7% | +258.1% |
| 3Y | +1,730.6% | +276.7% | +1,453.9% | +913.0% |
| 5Y | +1,227.8% | +1,157.0% | +70.8% | +311.7% |
| All | +1,227.8% | +1,177.2% | +50.6% | +311.7% |
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 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