+206.5%
FITB vs FTI
+189.4%
+17.1%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.3% |
| 7D | +2.8% | +4.3% | -1.6% | +1.1% |
| 30D | +9.8% | -4.7% | +14.5% | +11.3% |
| 3M | -5.2% | -13.5% | +8.4% | -0.3% |
| 6M | +17.3% | -8.7% | +26.0% | +19.7% |
| YTD | +19.3% | +49.0% | -29.7% | -0.5% |
| 1Y | +32.7% | +54.0% | -21.3% | +9.1% |
| 3Y | +141.6% | +211.6% | -70.0% | +42.6% |
| 5Y | +48.9% | +881.9% | -833.0% | -50.5% |
| All | +206.5% | +189.4% | +17.1% | +16.1% |
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