+14.4%
FIX vs FTI
+57.1%
-42.7%
-47.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.1% | -3.4% | -11.7% | -13.5% |
| 7D | -18.9% | -9.7% | -9.2% | -15.0% |
| 30D | -36.3% | -8.2% | -28.1% | -33.6% |
| 3M | -38.5% | -7.8% | -30.7% | -35.7% |
| 6M | -42.3% | -13.4% | -28.8% | -38.1% |
| YTD | +17.1% | +45.1% | -28.0% | -9.0% |
| 1Y | +14.4% | +54.6% | -40.2% | -16.1% |
| All | +14.4% | +57.1% | -42.7% | -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 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