+438.5%
DUK vs FTI
+2,107.5%
-1,669.0%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.2% | -0.6% |
| 7D | -0.1% | -2.3% | +2.2% | +0.2% |
| 30D | +0.2% | +5.0% | -4.8% | -0.4% |
| 3M | -1.9% | +13.8% | -15.7% | -3.6% |
| 6M | -6.5% | +22.9% | -29.4% | -9.1% |
| YTD | +5.4% | +75.0% | -69.5% | -1.8% |
| 1Y | +3.6% | +96.9% | -93.3% | -5.2% |
| 3Y | +48.1% | +276.7% | -228.6% | +22.8% |
| 5Y | +39.6% | +1,157.0% | -1,117.4% | -4.5% |
| 10Y | +131.8% | +310.7% | -178.8% | +66.6% |
| All | +438.5% | +2,107.5% | -1,669.0% | +100.4% |
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