+125.4%
FIX vs FTI
+106.3%
+19.1%
-26.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.0% |
| 7D | +6.0% | +5.3% | +0.8% | +4.2% |
| 30D | -7.2% | +15.3% | -22.6% | -11.1% |
| 3M | -15.9% | +15.8% | -31.6% | -19.8% |
| 6M | +12.7% | +22.6% | -9.8% | +3.9% |
| YTD | +72.8% | +79.5% | -6.8% | +52.4% |
| All | +125.4% | +106.3% | +19.1% | +101.1% |
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