+43.5%
F vs FTI
+191.5%
-148.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.1% | -3.9% | -1.1% |
| 7D | +1.6% | -7.6% | +9.2% | +2.6% |
| 30D | +2.6% | -7.1% | +9.8% | +3.5% |
| 3M | -8.8% | -8.7% | -0.1% | -7.9% |
| 6M | +4.6% | -14.0% | +18.6% | +6.4% |
| YTD | -1.9% | +42.8% | -44.7% | -9.6% |
| 1Y | -0.8% | +50.4% | -51.1% | -9.5% |
| 3Y | +43.5% | +194.1% | -150.6% | +12.7% |
| All | +43.5% | +191.5% | -148.0% | +12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling