+43.8%
D vs FTI
+185.2%
-141.4%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.8% | -4.3% | +5.1% | +1.0% |
| 30D | +10.7% | -8.0% | +18.7% | +11.2% |
| 3M | +2.3% | -8.0% | +10.3% | +2.7% |
| 6M | +12.5% | -8.7% | +21.2% | +12.9% |
| YTD | +20.1% | +43.9% | -23.8% | +16.8% |
| 1Y | +15.6% | +49.8% | -34.2% | +12.0% |
| 3Y | +75.2% | +211.7% | -136.5% | +60.1% |
| 5Y | +14.6% | +781.6% | -767.0% | -4.1% |
| 10Y | +43.8% | +180.2% | -136.4% | +13.0% |
| All | +43.8% | +185.2% | -141.4% | +13.0% |
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