+207.2%
C vs FTI
+183.5%
+23.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +4.7% | +5.4% | -0.7% | +2.8% |
| 30D | +0.2% | -8.2% | +8.4% | +2.9% |
| 3M | -9.3% | -13.7% | +4.4% | -4.9% |
| 6M | -0.8% | -11.2% | +10.3% | +2.1% |
| YTD | +8.5% | +46.0% | -37.5% | -7.7% |
| 1Y | +23.1% | +51.8% | -28.7% | +3.1% |
| 3Y | +220.8% | +206.7% | +14.0% | +99.6% |
| 5Y | +112.4% | +862.0% | -749.6% | -22.3% |
| All | +207.2% | +183.5% | +23.7% | +34.1% |
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