+51.9%
DOW vs FTI
+57.1%
-5.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.1% | -1.9% |
| 7D | -4.2% | -9.7% | +5.5% | -0.3% |
| 30D | +14.7% | -8.2% | +22.9% | +18.3% |
| 3M | +9.1% | -7.8% | +16.9% | +12.0% |
| 6M | -17.7% | -13.4% | -4.2% | -13.0% |
| YTD | +44.6% | +45.1% | -0.4% | +10.8% |
| 1Y | +51.9% | +54.6% | -2.7% | +10.3% |
| All | +51.9% | +57.1% | -5.2% | +10.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling