+399.2%
EXC vs FTI
+1,702.1%
-1,302.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.1% | -5.1% | -2.5% |
| 7D | -1.2% | -7.6% | +6.5% | +0.2% |
| 30D | +10.0% | -7.1% | +17.1% | +11.2% |
| 3M | +1.6% | -8.7% | +10.3% | +2.9% |
| 6M | +3.3% | -14.0% | +17.2% | +5.4% |
| YTD | +7.6% | +42.8% | -35.3% | -0.7% |
| 1Y | +3.5% | +50.4% | -46.9% | -5.5% |
| 3Y | +27.7% | +194.1% | -166.5% | -1.0% |
| 5Y | +41.1% | +775.2% | -734.1% | -16.8% |
| 10Y | +178.2% | +189.2% | -11.0% | +78.9% |
| All | +399.2% | +1,702.1% | -1,302.9% | +95.1% |
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