-28.4%
DT vs FTI
+1,177.2%
-1,205.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.4% | +1.1% | +0.7% |
| 7D | -0.5% | -2.3% | +1.8% | -0.1% |
| 30D | +0.1% | +5.0% | -5.0% | -0.9% |
| 3M | +24.1% | +13.8% | +10.3% | +20.6% |
| 6M | +30.1% | +22.9% | +7.2% | +24.0% |
| YTD | +16.8% | +75.0% | -58.2% | +3.2% |
| 1Y | -0.1% | +96.9% | -97.0% | -14.2% |
| 3Y | +6.8% | +276.7% | -269.9% | -21.4% |
| 5Y | -28.4% | +1,157.0% | -1,185.4% | -62.1% |
| All | -28.4% | +1,177.2% | -1,205.6% | -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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling