-51.1%
FIS vs FTI
+57.1%
-108.2%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.7% | -3.4% | -20.3% | -23.9% |
| 7D | -18.4% | -9.7% | -8.8% | -19.4% |
| 30D | -11.4% | -8.2% | -3.2% | -12.1% |
| 3M | -32.0% | -7.8% | -24.2% | -32.3% |
| 6M | -35.6% | -13.4% | -22.2% | -36.1% |
| YTD | -53.8% | +45.1% | -98.8% | -53.2% |
| 1Y | -51.1% | +54.6% | -105.7% | -50.1% |
| All | -51.1% | +57.1% | -108.2% | -50.1% |
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