+862.0%
FTI vs EXEL
+289.1%
+572.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.2% | +0.5% | -0.6% |
| 7D | +5.4% | +1.6% | +3.8% | +5.2% |
| 30D | -8.2% | +17.4% | -25.6% | -9.7% |
| 3M | -13.7% | +38.6% | -52.3% | -16.7% |
| 6M | -11.2% | +41.2% | -52.4% | -14.8% |
| YTD | +46.0% | +59.3% | -13.3% | +37.4% |
| 1Y | +51.8% | +60.2% | -8.4% | +42.6% |
| 3Y | +206.7% | +232.6% | -25.8% | +148.0% |
| 5Y | +862.0% | +285.9% | +576.2% | +640.5% |
| All | +862.0% | +289.1% | +572.9% | +640.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling