+162.3%
EXC vs FTI
+299.5%
-137.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.1% | +2.8% | +1.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -2.7% | +12.3% | -15.1% | -4.2% |
| 3M | -1.0% | +13.8% | -14.7% | -2.7% |
| 6M | -9.3% | +24.3% | -33.6% | -12.1% |
| YTD | +3.6% | +75.8% | -72.1% | -4.1% |
| 1Y | +5.9% | +99.6% | -93.7% | -3.8% |
| 3Y | +21.3% | +278.4% | -257.1% | -1.2% |
| 5Y | +46.2% | +1,168.7% | -1,122.5% | -5.0% |
| All | +162.3% | +299.5% | -137.1% | +52.9% |
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