+279.3%
FTI vs EXEL
+161.8%
+117.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -2.0% |
| 7D | -0.2% | +1.4% | -1.6% | -0.3% |
| 30D | +12.3% | +6.7% | +5.7% | +11.9% |
| 3M | +13.8% | +11.5% | +2.3% | +12.7% |
| 6M | +24.3% | +38.8% | -14.5% | +20.5% |
| YTD | +75.8% | +31.6% | +44.2% | +71.1% |
| 1Y | +99.6% | +53.0% | +46.6% | +91.0% |
| All | +279.3% | +161.8% | +117.5% | +225.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling