+5,686.7%
DE vs FTI
+2,165.1%
+3,521.6%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | +10.0% | +5.3% | +4.8% | +8.1% |
| 30D | +13.3% | +15.3% | -2.0% | +7.5% |
| 3M | +17.5% | +15.8% | +1.7% | +10.8% |
| 6M | +13.6% | +22.6% | -9.0% | +4.3% |
| YTD | +49.8% | +79.5% | -29.8% | +19.5% |
| 1Y | +47.9% | +102.0% | -54.2% | +12.4% |
| 3Y | +72.5% | +315.8% | -243.3% | -3.8% |
| 5Y | +90.2% | +1,129.5% | -1,039.3% | -34.5% |
| 10Y | +865.4% | +320.9% | +544.4% | +307.7% |
| All | +5,686.7% | +2,165.1% | +3,521.6% | +1,033.9% |
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