+6.9%
FPS vs FTI
+40.1%
-33.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.4% | -3.6% | -3.9% |
| 7D | +5.3% | -2.3% | +7.7% | +6.5% |
| 30D | -17.6% | +5.0% | -22.6% | -19.5% |
| 3M | -45.8% | +13.8% | -59.6% | -50.2% |
| 6M | -10.1% | +22.9% | -33.0% | -34.4% |
| All | +6.9% | +40.1% | -33.3% | -37.5% |
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