+948.1%
FIX vs FTI
+776.4%
+171.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.1% | +2.3% | +4.4% |
| 7D | -17.5% | -7.6% | -9.8% | -14.9% |
| 30D | -41.6% | -7.1% | -34.4% | -40.0% |
| 3M | -40.6% | -8.7% | -31.9% | -38.6% |
| 6M | -49.4% | -14.0% | -35.4% | -46.9% |
| YTD | +9.2% | +42.8% | -33.7% | -3.0% |
| 1Y | +6.5% | +50.4% | -43.9% | -7.1% |
| 3Y | +448.7% | +194.1% | +254.6% | +284.8% |
| All | +948.1% | +776.4% | +171.7% | +455.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling