-41.4%
FIS vs FTI
+313.1%
-354.4%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.3% |
| 7D | -9.1% | -2.3% | -6.7% | -8.7% |
| 30D | -10.4% | +5.0% | -15.5% | -11.2% |
| 3M | -3.7% | +13.8% | -17.5% | -6.2% |
| 6M | -24.8% | +22.9% | -47.7% | -27.9% |
| YTD | -41.6% | +75.0% | -116.5% | -47.5% |
| 1Y | -42.7% | +96.9% | -139.6% | -49.8% |
| 3Y | -26.2% | +276.7% | -303.0% | -43.8% |
| 5Y | -66.1% | +1,157.0% | -1,223.1% | -80.4% |
| All | -41.4% | +313.1% | -354.4% | -67.0% |
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 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