+47.8%
F vs FTI
+2,165.1%
-2,117.3%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.6% |
| 7D | +5.3% | +5.3% | +0.1% | +3.6% |
| 30D | +4.6% | +15.3% | -10.7% | -0.2% |
| 3M | -3.7% | +15.8% | -19.4% | -8.5% |
| 6M | +16.8% | +22.6% | -5.8% | +8.1% |
| YTD | +15.3% | +79.5% | -64.3% | -5.7% |
| 1Y | +31.0% | +102.0% | -71.0% | +2.4% |
| 3Y | +45.4% | +315.8% | -270.4% | -13.9% |
| 5Y | +54.7% | +1,129.5% | -1,074.8% | -39.9% |
| 10Y | +98.2% | +320.9% | -222.7% | -7.2% |
| All | +47.8% | +2,165.1% | -2,117.3% | -64.7% |
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 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