+85.4%
FTI vs EXEL
+50.0%
+35.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.5% | -1.3% | -2.9% |
| 7D | -5.6% | -2.9% | -2.7% | -5.6% |
| 30D | +0.4% | +11.9% | -11.5% | +0.6% |
| 3M | +8.1% | +9.2% | -1.1% | +8.0% |
| 6M | +16.7% | +39.1% | -22.4% | +14.2% |
| YTD | +70.0% | +31.0% | +38.9% | +67.1% |
| 1Y | +85.4% | +52.3% | +33.1% | +76.9% |
| All | +85.4% | +50.0% | +35.4% | +76.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling