-42.7%
FIS vs FTI
+97.6%
-140.3%
-43.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.4% | -3.0% | -3.5% |
| 7D | -9.1% | -2.3% | -6.7% | -9.3% |
| 30D | -10.4% | +5.0% | -15.5% | -9.8% |
| 3M | -3.7% | +13.8% | -17.5% | -2.0% |
| 6M | -24.8% | +22.9% | -47.7% | -23.1% |
| YTD | -41.6% | +75.0% | -116.5% | -39.1% |
| 1Y | -42.7% | +96.9% | -139.6% | -41.3% |
| All | -42.7% | +97.6% | -140.3% | -41.3% |
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 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