-52.0%
FIG vs FTI
+54.7%
-106.7%
-58.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.1% | +0.7% | +2.9% |
| 7D | +3.4% | +4.3% | -0.9% | +3.6% |
| 30D | -9.5% | -4.7% | -4.8% | -10.1% |
| 3M | -26.2% | -13.5% | -12.7% | -27.6% |
| 6M | +2.7% | -8.7% | +11.4% | +2.0% |
| YTD | -48.0% | +49.0% | -97.0% | -50.5% |
| 1Y | -52.0% | +54.0% | -106.1% | -57.1% |
| All | -52.0% | +54.7% | -106.7% | -57.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling