-80.9%
FIG vs FTI
+113.9%
-194.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.4% |
| 7D | -14.5% | -2.3% | -12.1% | -14.9% |
| 30D | -13.3% | +5.0% | -18.3% | -12.3% |
| 3M | +7.4% | +13.8% | -6.4% | +11.3% |
| 6M | -27.8% | +22.9% | -50.7% | -23.3% |
| YTD | -41.1% | +75.0% | -116.1% | -29.7% |
| 1Y | -58.7% | +96.9% | -155.6% | -50.1% |
| All | -80.9% | +113.9% | -194.9% | -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 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