-52.8%
FIS vs FTI
+50.1%
-102.8%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +1.3% | +5.4% | +6.8% |
| 7D | +1.5% | +1.4% | +0.1% | +1.6% |
| 30D | -11.8% | -6.3% | -5.6% | -12.5% |
| 3M | -28.5% | -13.1% | -15.4% | -29.6% |
| 6M | -27.0% | -8.0% | -19.1% | -27.2% |
| YTD | -53.1% | +47.1% | -100.1% | -52.1% |
| 1Y | -52.8% | +50.7% | -103.4% | -51.5% |
| All | -52.8% | +50.1% | -102.8% | -51.5% |
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