-72.7%
FIS vs FTI
+800.3%
-873.0%
-73.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.9% | -1.0% | -0.2% |
| 7D | -27.4% | -3.3% | -24.1% | -27.0% |
| 30D | -16.8% | -7.2% | -9.6% | -16.2% |
| 3M | -32.6% | -12.9% | -19.8% | -31.7% |
| 6M | -33.4% | -7.9% | -25.5% | -33.1% |
| YTD | -56.0% | +45.2% | -101.2% | -58.6% |
| 1Y | -55.1% | +48.1% | -103.1% | -57.8% |
| 3Y | -41.4% | +205.0% | -246.4% | -51.2% |
| 5Y | -72.7% | +838.8% | -911.5% | -81.5% |
| All | -72.7% | +800.3% | -873.0% | -81.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling