+40.9%
DUK vs FTI
+1,066.8%
-1,025.9%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | 0.0% |
| 7D | -0.7% | -4.4% | +3.7% | -0.6% |
| 30D | -2.4% | +1.5% | -3.9% | -2.5% |
| 3M | -3.0% | +8.2% | -11.2% | -3.2% |
| 6M | -6.6% | +18.8% | -25.4% | -7.1% |
| YTD | +4.6% | +71.7% | -67.1% | +2.8% |
| 1Y | +1.2% | +90.0% | -88.8% | -0.8% |
| 3Y | +45.7% | +270.5% | -224.8% | +37.7% |
| All | +40.9% | +1,066.8% | -1,025.9% | +23.3% |
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