-20.2%
DOW vs FTI
+212.2%
-232.4%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -1.0% |
| 7D | +5.2% | +4.3% | +0.9% | +3.7% |
| 30D | +13.2% | -4.7% | +17.9% | +14.7% |
| 3M | +10.1% | -13.5% | +23.6% | +15.2% |
| 6M | -13.1% | -8.7% | -4.4% | -11.0% |
| YTD | +46.1% | +49.0% | -2.9% | +26.8% |
| 1Y | +50.0% | +54.0% | -4.0% | +28.8% |
| 3Y | -20.2% | +211.6% | -231.9% | -45.6% |
| All | -20.2% | +212.2% | -232.4% | -45.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling