+54,263.2%
FIX vs FTI
+2,165.1%
+52,098.1%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -11.6% |
| 3M | -15.9% | +15.8% | -31.6% | -20.1% |
| 6M | +12.7% | +22.6% | -9.8% | +4.7% |
| YTD | +72.8% | +79.5% | -6.8% | +41.5% |
| 1Y | +122.9% | +102.0% | +20.9% | +74.4% |
| 3Y | +774.3% | +315.8% | +458.5% | +429.7% |
| 5Y | +2,049.5% | +1,129.5% | +920.0% | +752.2% |
| 10Y | +5,821.5% | +320.9% | +5,500.5% | +2,707.1% |
| All | +54,263.2% | +2,165.1% | +52,098.1% | +14,273.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling