+86.4%
F vs FTI
+304.2%
-217.9%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -2.1% | -2.1% | -3.6% |
| 7D | +1.2% | -0.2% | +1.3% | +1.2% |
| 30D | +1.2% | +12.3% | -11.1% | -2.2% |
| 3M | -5.7% | +13.8% | -19.4% | -9.5% |
| 6M | +17.9% | +24.3% | -6.3% | +9.5% |
| YTD | +10.4% | +75.8% | -65.4% | -7.6% |
| 1Y | +25.3% | +99.6% | -74.3% | +0.3% |
| 3Y | +37.5% | +278.4% | -241.0% | -12.9% |
| 5Y | +46.5% | +1,168.7% | -1,122.2% | -40.5% |
| 10Y | +86.4% | +297.5% | -211.1% | -15.5% |
| All | +86.4% | +304.2% | -217.9% | -15.5% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling