+72.2%
F vs FTI
+178.7%
-106.5%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.9% | -2.8% | -2.2% |
| 7D | -0.2% | -3.3% | +3.0% | +0.6% |
| 30D | +0.9% | -7.2% | +8.1% | +2.6% |
| 3M | -11.3% | -12.9% | +1.5% | -8.3% |
| 6M | +2.0% | -7.9% | +9.9% | +3.1% |
| YTD | -3.2% | +45.2% | -48.3% | -14.9% |
| 1Y | -3.5% | +48.1% | -51.5% | -15.7% |
| 3Y | +48.1% | +205.0% | -156.9% | -0.3% |
| 5Y | -13.5% | +838.8% | -852.3% | -61.6% |
| 10Y | +72.2% | +174.8% | -102.6% | -12.1% |
| All | +72.2% | +178.7% | -106.5% | -12.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling