+75.0%
D vs FTI
+212.2%
-137.2%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.1% | -1.8% | +0.2% |
| 7D | -1.4% | +4.3% | -5.7% | -1.5% |
| 30D | +7.7% | -4.7% | +12.4% | +7.9% |
| 3M | -0.3% | -13.5% | +13.2% | +0.2% |
| 6M | +10.1% | -8.7% | +18.8% | +10.3% |
| YTD | +19.1% | +49.0% | -29.9% | +17.0% |
| 1Y | +15.9% | +54.0% | -38.1% | +13.8% |
| 3Y | +75.0% | +211.6% | -136.6% | +69.1% |
| All | +75.0% | +212.2% | -137.2% | +69.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling