+398.3%
EXC vs FTI
+1,731.3%
-1,333.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.4% |
| 7D | +0.1% | -3.3% | +3.3% | +0.6% |
| 30D | +9.0% | -7.2% | +16.2% | +10.3% |
| 3M | +3.3% | -12.9% | +16.2% | +5.6% |
| 6M | +5.7% | -7.9% | +13.5% | +6.5% |
| YTD | +7.3% | +45.2% | -37.8% | -1.2% |
| 1Y | +2.9% | +48.1% | -45.1% | -5.7% |
| 3Y | +29.3% | +205.0% | -175.7% | -0.4% |
| 5Y | +40.1% | +838.8% | -798.8% | -18.6% |
| 10Y | +197.7% | +174.8% | +22.9% | +94.1% |
| All | +398.3% | +1,731.3% | -1,333.1% | +94.2% |
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