+131.1%
FITB vs FTI
+284.3%
-153.2%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.1% |
| 7D | +2.8% | -0.2% | +3.0% | +2.9% |
| 30D | -4.5% | +12.3% | -16.9% | -7.4% |
| 3M | +5.7% | +13.8% | -8.1% | +1.7% |
| 6M | +17.1% | +24.3% | -7.2% | +9.4% |
| YTD | +18.3% | +75.8% | -57.4% | +0.4% |
| 1Y | +23.9% | +99.6% | -75.7% | +1.2% |
| 3Y | +131.1% | +278.4% | -147.3% | +57.5% |
| All | +131.1% | +284.3% | -153.2% | +57.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling