+126.0%
DUK vs FTI
+305.3%
-179.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.7% | -4.4% | +3.7% | -0.4% |
| 30D | -2.4% | +1.5% | -3.9% | -2.6% |
| 3M | -3.0% | +8.2% | -11.2% | -3.6% |
| 6M | -6.6% | +18.8% | -25.4% | -7.9% |
| YTD | +4.6% | +71.7% | -67.1% | +0.3% |
| 1Y | +1.2% | +90.0% | -88.8% | -3.7% |
| 3Y | +45.7% | +270.5% | -224.8% | +29.9% |
| 5Y | +40.3% | +1,084.5% | -1,044.2% | +10.4% |
| All | +126.0% | +305.3% | -179.2% | +60.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling