+377.6%
EXC vs FTI
+2,165.1%
-1,787.6%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.8% | -1.0% |
| 7D | +0.3% | +5.3% | -5.0% | -0.7% |
| 30D | -3.7% | +15.3% | -19.1% | -6.4% |
| 3M | -1.3% | +15.8% | -17.1% | -4.3% |
| 6M | -9.7% | +22.6% | -32.3% | -13.6% |
| YTD | +2.9% | +79.5% | -76.7% | -8.6% |
| 1Y | +4.4% | +102.0% | -97.6% | -9.7% |
| 3Y | +22.2% | +315.8% | -293.6% | -11.2% |
| 5Y | +46.7% | +1,129.5% | -1,082.8% | -19.3% |
| 10Y | +155.3% | +320.9% | -165.6% | +52.1% |
| All | +377.6% | +2,165.1% | -1,787.6% | +79.5% |
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