+205.3%
FTI vs EXEL
+234.5%
-29.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +5.4% | +1.6% | +3.8% | +5.3% |
| 30D | -8.2% | +17.4% | -25.6% | -9.0% |
| 3M | -13.7% | +38.6% | -52.3% | -15.3% |
| 6M | -11.2% | +41.2% | -52.4% | -13.3% |
| YTD | +46.0% | +59.3% | -13.3% | +40.7% |
| 1Y | +51.8% | +60.2% | -8.4% | +46.1% |
| All | +205.3% | +234.5% | -29.2% | +159.5% |
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