+211.7%
FTI vs ARWR
+79.9%
+131.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -15.3% | +16.1% | +2.0% |
| 7D | -4.3% | -17.3% | +13.0% | -2.9% |
| 30D | -8.0% | -21.5% | +13.5% | -6.3% |
| 3M | -8.0% | -43.8% | +35.8% | -3.7% |
| 6M | -8.7% | -32.3% | +23.6% | -6.5% |
| YTD | +43.9% | -25.8% | +69.7% | +45.3% |
| 1Y | +49.8% | +25.5% | +24.3% | +42.3% |
| 3Y | +211.7% | +84.1% | +127.6% | +159.4% |
| All | +211.7% | +79.9% | +131.8% | +159.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 3y: compounded portfolio wealth divided by compounded ARWR 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…
3y analysis · Full analysis span regression · 6 months rolling