+90.0%
FTI vs DGX
+32.7%
+57.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.7% | -0.7% | +1.0% |
| 7D | -4.4% | -0.9% | -3.5% | -4.4% |
| 30D | +1.5% | -1.2% | +2.6% | +1.5% |
| 3M | +8.2% | +15.8% | -7.6% | +8.0% |
| 6M | +18.8% | +18.2% | +0.7% | +18.7% |
| YTD | +71.7% | +37.2% | +34.5% | +66.2% |
| 1Y | +90.0% | +30.4% | +59.7% | +85.7% |
| All | +90.0% | +32.7% | +57.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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