-83.6%
FIG vs FTI
+78.5%
-162.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | -0.4% |
| 7D | +2.6% | +5.4% | -2.8% | +3.5% |
| 30D | -13.1% | -8.2% | -4.9% | -14.6% |
| 3M | -20.3% | -13.7% | -6.6% | -22.9% |
| 6M | -2.1% | -11.2% | +9.1% | -4.2% |
| YTD | -49.4% | +46.0% | -95.4% | -41.9% |
| 1Y | -57.0% | +51.8% | -108.8% | -49.7% |
| All | -83.6% | +78.5% | -162.1% | -78.7% |
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 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