+220.1%
C vs FTI
+185.2%
+34.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.7% | +2.2% |
| 7D | -0.9% | -4.3% | +3.4% | +0.6% |
| 30D | -5.4% | -8.0% | +2.6% | -2.9% |
| 3M | -9.2% | -8.0% | -1.1% | -7.0% |
| 6M | -1.8% | -8.7% | +6.9% | 0.0% |
| YTD | +6.7% | +43.9% | -37.2% | -8.8% |
| 1Y | +23.5% | +49.8% | -26.3% | +3.9% |
| 3Y | +219.8% | +211.7% | +8.1% | +97.6% |
| 5Y | +112.4% | +781.6% | -669.1% | -19.7% |
| 10Y | +220.1% | +180.2% | +39.9% | +40.1% |
| All | +220.1% | +185.2% | +34.9% | +40.1% |
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