+291.9%
FTI vs EXEL
+386.3%
-94.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.6% |
| 7D | -5.6% | -2.9% | -2.7% | -5.1% |
| 30D | +0.4% | +11.9% | -11.5% | -1.7% |
| 3M | +8.1% | +9.2% | -1.1% | +5.9% |
| 6M | +16.7% | +39.1% | -22.4% | +8.5% |
| YTD | +70.0% | +31.0% | +38.9% | +59.5% |
| 1Y | +85.4% | +52.3% | +33.1% | +68.1% |
| 3Y | +265.9% | +159.7% | +106.2% | +186.8% |
| 5Y | +1,072.7% | +187.7% | +885.0% | +782.2% |
| All | +291.9% | +386.3% | -94.4% | +194.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling