+3,553.2%
FIX vs FTI
+189.4%
+3,363.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.1% | -3.4% | -2.0% |
| 7D | +9.4% | +4.3% | +5.1% | +8.0% |
| 30D | -27.8% | -4.7% | -23.1% | -26.6% |
| 3M | -35.6% | -13.5% | -22.0% | -32.4% |
| 6M | -45.2% | -8.7% | -36.5% | -43.8% |
| YTD | +19.5% | +49.0% | -29.5% | +5.3% |
| 1Y | +24.2% | +54.0% | -29.8% | +8.2% |
| 3Y | +494.2% | +211.6% | +282.5% | +311.3% |
| 5Y | +1,036.1% | +881.9% | +154.3% | +433.3% |
| All | +3,553.2% | +189.4% | +3,363.8% | +1,818.1% |
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