+707.7%
BE vs FTI
+211.0%
+496.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -3.3% |
| 7D | +20.5% | +5.4% | +15.1% | +17.7% |
| 30D | -23.4% | -8.2% | -15.2% | -20.0% |
| 3M | -14.9% | -13.7% | -1.2% | -8.8% |
| 6M | -28.1% | -11.2% | -16.9% | -24.9% |
| YTD | +132.4% | +46.0% | +86.4% | +92.1% |
| 1Y | +59.4% | +51.8% | +7.6% | +29.0% |
| 3Y | +1,815.8% | +206.7% | +1,609.1% | +988.0% |
| 5Y | +491.3% | +862.0% | -370.7% | +78.6% |
| All | +707.7% | +211.0% | +496.7% | +183.8% |
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 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