-80.3%
FIG vs FTI
+114.9%
-195.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -2.1% | -3.6% | -6.2% |
| 7D | -16.4% | -0.2% | -16.2% | -16.4% |
| 30D | -2.3% | +12.3% | -14.7% | +0.4% |
| 3M | +7.8% | +13.8% | -5.9% | +11.7% |
| 6M | -21.8% | +24.3% | -46.1% | -16.7% |
| YTD | -39.1% | +75.8% | -114.9% | -27.2% |
| 1Y | -56.6% | +99.6% | -156.3% | -46.8% |
| All | -80.3% | +114.9% | -195.2% | -73.3% |
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