-80.8%
FIG vs FTI
+107.8%
-188.6%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | -0.1% |
| 7D | -12.2% | -5.6% | -6.6% | -13.4% |
| 30D | -11.0% | +0.4% | -11.4% | -10.9% |
| 3M | +11.9% | +8.1% | +3.8% | +14.6% |
| 6M | -21.9% | +16.7% | -38.6% | -18.3% |
| YTD | -40.8% | +70.0% | -110.7% | -29.7% |
| 1Y | -56.6% | +85.4% | -142.1% | -50.3% |
| All | -80.8% | +107.8% | -188.6% | -74.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling