-40.7%
FIS vs FTI
+301.2%
-341.9%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.0% | +1.7% |
| 7D | -8.9% | -5.6% | -3.3% | -8.0% |
| 30D | -9.9% | +0.4% | -10.3% | -10.0% |
| 3M | 0.0% | +8.1% | -8.1% | -1.7% |
| 6M | -22.9% | +16.7% | -39.6% | -25.5% |
| YTD | -40.9% | +70.0% | -110.8% | -46.7% |
| 1Y | -40.4% | +85.4% | -125.9% | -47.2% |
| 3Y | -25.4% | +265.9% | -291.3% | -42.9% |
| 5Y | -64.8% | +1,072.7% | -1,137.6% | -79.4% |
| All | -40.7% | +301.2% | -341.9% | -66.4% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling