+30.5%
DOW vs FTI
+89.8%
-59.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +2.2% |
| 7D | -2.4% | -5.6% | +3.2% | +0.4% |
| 30D | -4.1% | +0.4% | -4.5% | -4.4% |
| 3M | -12.4% | +8.1% | -20.5% | -16.0% |
| 6M | -10.6% | +16.7% | -27.3% | -17.3% |
| YTD | +31.1% | +70.0% | -38.9% | -7.0% |
| 1Y | +30.5% | +85.4% | -54.9% | -22.7% |
| All | +30.5% | +89.8% | -59.3% | -22.7% |
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