+1,052.1%
FIX vs FTI
+848.3%
+203.8%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.1% | -2.6% |
| 7D | +17.0% | +5.4% | +11.6% | +15.0% |
| 30D | -30.6% | -8.2% | -22.4% | -28.4% |
| 3M | -35.0% | -13.7% | -21.3% | -31.5% |
| 6M | -44.0% | -11.2% | -32.8% | -41.8% |
| YTD | +21.1% | +46.0% | -24.8% | +6.9% |
| 1Y | +16.3% | +51.8% | -35.5% | +1.1% |
| 3Y | +507.4% | +206.7% | +300.7% | +320.4% |
| 5Y | +1,052.1% | +862.0% | +190.0% | +488.9% |
| All | +1,052.1% | +848.3% | +203.8% | +488.9% |
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