-83.9%
FIG vs FTI
+77.5%
-161.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.9% | -4.9% | -3.8% |
| 7D | -11.4% | -3.3% | -8.1% | -12.2% |
| 30D | -17.2% | -7.2% | -10.0% | -18.5% |
| 3M | -26.6% | -12.9% | -13.8% | -28.7% |
| 6M | -9.8% | -7.9% | -2.0% | -10.8% |
| YTD | -50.1% | +45.2% | -95.3% | -42.9% |
| 1Y | -58.1% | +48.1% | -106.1% | -51.5% |
| All | -83.9% | +77.5% | -161.4% | -79.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling