+38.5%
D vs FTI
+297.7%
-259.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.7% |
| 7D | -0.4% | -2.3% | +1.9% | -0.3% |
| 30D | -2.1% | +5.0% | -7.1% | -2.4% |
| 3M | -0.7% | +13.8% | -14.6% | -1.7% |
| 6M | +5.6% | +22.9% | -17.3% | +4.0% |
| YTD | +14.6% | +75.0% | -60.4% | +10.2% |
| 1Y | +15.3% | +96.9% | -81.5% | +9.9% |
| 3Y | +59.1% | +276.7% | -217.6% | +43.8% |
| 5Y | +3.9% | +1,157.0% | -1,153.1% | -15.0% |
| 10Y | +38.5% | +310.7% | -272.2% | +7.1% |
| All | +38.5% | +297.7% | -259.2% | +7.1% |
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