+911.5%
BE vs FTI
+282.5%
+629.0%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.4% | -0.3% | +7.7% | +7.5% |
| 7D | +20.0% | +5.3% | +14.7% | +17.0% |
| 30D | +7.9% | +15.3% | -7.4% | +0.4% |
| 3M | -13.2% | +15.8% | -29.0% | -20.1% |
| 6M | +53.5% | +22.6% | +30.9% | +37.5% |
| YTD | +191.0% | +79.5% | +111.5% | +118.1% |
| 1Y | +360.5% | +102.0% | +258.5% | +223.6% |
| 3Y | +1,568.0% | +315.8% | +1,252.2% | +712.5% |
| 5Y | +1,055.2% | +1,129.5% | -74.3% | +205.8% |
| All | +911.5% | +282.5% | +629.0% | +222.2% |
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