+14.5%
FIX vs FTI
+48.6%
-34.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | +0.7% | +8.7% | +9.0% |
| 7D | -7.2% | -4.3% | -2.9% | -4.8% |
| 30D | -35.1% | -8.0% | -27.1% | -32.2% |
| 3M | -34.3% | -8.0% | -26.2% | -31.0% |
| 6M | -42.9% | -8.7% | -34.3% | -40.6% |
| YTD | +19.5% | +43.9% | -24.4% | -5.6% |
| All | +14.5% | +48.6% | -34.0% | -10.5% |
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 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