+47.6%
F vs FTI
+295.6%
-248.0%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +5.3% | +5.3% | +0.1% | +4.5% |
| 30D | +4.6% | +15.3% | -10.7% | +2.3% |
| 3M | -3.7% | +15.8% | -19.4% | -6.0% |
| 6M | +16.8% | +22.6% | -5.8% | +12.2% |
| YTD | +15.3% | +79.5% | -64.3% | +3.4% |
| 1Y | +31.0% | +102.0% | -71.0% | +14.7% |
| All | +47.6% | +295.6% | -248.0% | +14.4% |
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