+37,234.9%
FIX vs FTI
+1,731.3%
+35,503.5%
-65.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.5% | -1.0% |
| 7D | -13.9% | -3.3% | -10.7% | -12.6% |
| 30D | -35.5% | -7.2% | -28.3% | -33.8% |
| 3M | -33.9% | -12.9% | -21.1% | -30.7% |
| 6M | -43.3% | -7.9% | -35.4% | -41.9% |
| YTD | +18.7% | +45.2% | -26.5% | +4.5% |
| 1Y | +13.8% | +48.1% | -34.3% | -0.6% |
| 3Y | +495.0% | +205.0% | +290.0% | +301.8% |
| 5Y | +1,049.0% | +838.8% | +210.2% | +403.2% |
| 10Y | +3,644.4% | +174.8% | +3,469.6% | +1,965.5% |
| All | +37,234.9% | +1,731.3% | +35,503.5% | +10,513.1% |
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 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