-52.0%
FIS vs FTI
+180.1%
-232.1%
-79.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.3% |
| 30D | -11.8% | -6.3% | -5.6% | -10.9% |
| 3M | -28.5% | -13.1% | -15.4% | -26.9% |
| 6M | -27.0% | -8.0% | -19.1% | -26.5% |
| YTD | -53.1% | +47.1% | -100.1% | -56.7% |
| 1Y | -52.8% | +50.7% | -103.4% | -56.6% |
| 3Y | -37.5% | +209.0% | -246.4% | -50.8% |
| 5Y | -71.1% | +847.0% | -918.1% | -82.4% |
| 10Y | -52.0% | +184.3% | -236.3% | -71.7% |
| All | -52.0% | +180.1% | -232.1% | -71.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling