+499.1%
D vs FTI
+2,165.1%
-1,666.0%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.5% | +5.3% | -3.8% | +0.8% |
| 30D | -2.6% | +15.3% | -17.9% | -4.5% |
| 3M | 0.0% | +15.8% | -15.8% | -2.1% |
| 6M | +7.4% | +22.6% | -15.2% | +4.1% |
| YTD | +15.9% | +79.5% | -63.7% | +6.7% |
| 1Y | +18.1% | +102.0% | -83.9% | +6.8% |
| 3Y | +58.4% | +315.8% | -257.4% | +27.2% |
| 5Y | +5.2% | +1,129.5% | -1,124.3% | -30.1% |
| 10Y | +35.9% | +320.9% | -285.1% | -4.6% |
| All | +499.1% | +2,165.1% | -1,666.0% | +145.6% |
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