-10.8%
DOW vs FTI
+385.8%
-396.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | -2.4% | +5.3% | -7.7% | -4.2% |
| 30D | +0.4% | +15.3% | -15.0% | -4.6% |
| 3M | -14.4% | +15.8% | -30.2% | -19.0% |
| 6M | -7.0% | +22.6% | -29.6% | -13.9% |
| YTD | +30.2% | +79.5% | -49.3% | +5.2% |
| 1Y | +29.2% | +102.0% | -72.8% | 0.0% |
| 3Y | -36.7% | +315.8% | -352.5% | -63.7% |
| 5Y | -37.7% | +1,129.5% | -1,167.2% | -78.0% |
| All | -10.8% | +385.8% | -396.6% | -62.1% |
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