+48.3%
D vs FTI
+178.7%
-130.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | +0.1% |
| 7D | +2.4% | -3.3% | +5.7% | +2.6% |
| 30D | +10.9% | -7.2% | +18.1% | +11.4% |
| 3M | +2.8% | -12.9% | +15.7% | +3.6% |
| 6M | +12.7% | -7.9% | +20.6% | +13.1% |
| YTD | +20.3% | +45.2% | -24.8% | +16.9% |
| 1Y | +17.1% | +48.1% | -30.9% | +13.6% |
| 3Y | +75.1% | +205.0% | -129.8% | +60.2% |
| 5Y | +13.1% | +838.8% | -825.7% | -5.8% |
| 10Y | +48.3% | +174.8% | -126.5% | +16.4% |
| All | +48.3% | +178.7% | -130.4% | +16.4% |
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