+376.5%
FIS vs FTI
+2,279.7%
-1,903.2%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.9% |
| 7D | +1.1% | +5.3% | -4.2% | -0.1% |
| 30D | -2.2% | +15.3% | -17.5% | -5.4% |
| 3M | +2.1% | +15.8% | -13.6% | -1.8% |
| 6M | -14.7% | +22.6% | -37.3% | -19.4% |
| YTD | -35.7% | +79.5% | -115.3% | -44.5% |
| 1Y | -37.1% | +102.0% | -139.1% | -47.4% |
| 3Y | -20.0% | +315.8% | -335.8% | -45.2% |
| 5Y | -62.1% | +1,129.5% | -1,191.6% | -81.2% |
| 10Y | -37.4% | +320.9% | -358.3% | -65.4% |
| All | +376.5% | +2,279.7% | -1,903.2% | +17.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling