+27.7%
EXC vs FTI
+191.5%
-163.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -1.9% |
| 7D | -1.2% | -7.6% | +6.5% | -1.3% |
| 30D | +10.0% | -7.1% | +17.1% | +9.8% |
| 3M | +1.6% | -8.7% | +10.3% | +1.5% |
| 6M | +3.3% | -14.0% | +17.2% | +3.2% |
| YTD | +7.6% | +42.8% | -35.3% | +7.8% |
| 1Y | +3.5% | +50.4% | -46.9% | +3.8% |
| 3Y | +27.7% | +194.1% | -166.5% | +29.7% |
| All | +27.7% | +191.5% | -163.8% | +29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling