+3,278.8%
COST vs FTI
+2,117.5%
+1,161.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.1% | +1.5% | -0.3% |
| 7D | -3.2% | -0.2% | -3.0% | -3.2% |
| 30D | -4.0% | +12.3% | -16.3% | -5.5% |
| 3M | -6.5% | +13.8% | -20.2% | -8.2% |
| 6M | -8.5% | +24.3% | -32.8% | -11.5% |
| YTD | +6.0% | +75.8% | -69.8% | -2.1% |
| 1Y | -5.8% | +99.6% | -105.4% | -14.6% |
| 3Y | +71.8% | +278.4% | -206.6% | +40.7% |
| 5Y | +106.2% | +1,168.7% | -1,062.5% | +38.9% |
| 10Y | +602.0% | +297.5% | +304.5% | +413.8% |
| All | +3,278.8% | +2,117.5% | +1,161.3% | +1,103.1% |
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 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