+50.0%
DOW vs FTI
+54.7%
-4.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.2% |
| 7D | +5.2% | +4.3% | +0.9% | +3.5% |
| 30D | +13.2% | -4.7% | +17.9% | +15.0% |
| 3M | +10.1% | -13.5% | +23.6% | +16.4% |
| 6M | -13.1% | -8.7% | -4.4% | -10.3% |
| YTD | +46.1% | +49.0% | -2.9% | +9.3% |
| 1Y | +50.0% | +54.0% | -4.0% | +7.2% |
| All | +50.0% | +54.7% | -4.6% | +7.2% |
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