+520.9%
D vs FTI
+1,715.2%
-1,194.2%
-52.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.8% | -4.3% | +5.1% | +1.3% |
| 30D | +10.7% | -8.0% | +18.7% | +11.7% |
| 3M | +2.3% | -8.0% | +10.3% | +3.1% |
| 6M | +12.5% | -8.7% | +21.2% | +13.3% |
| YTD | +20.1% | +43.9% | -23.8% | +13.5% |
| 1Y | +15.6% | +49.8% | -34.2% | +8.6% |
| 3Y | +75.2% | +211.7% | -136.5% | +46.1% |
| 5Y | +14.6% | +781.6% | -767.0% | -20.2% |
| 10Y | +43.8% | +180.2% | -136.4% | +7.6% |
| All | +520.9% | +1,715.2% | -1,194.2% | +161.4% |
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 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