+1,157.0%
FTI vs EXEL
+194.6%
+962.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.1% | -1.6% | -0.6% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | +5.0% | +10.1% | -5.1% | +3.7% |
| 3M | +13.8% | +10.1% | +3.8% | +12.1% |
| 6M | +22.9% | +37.7% | -14.8% | +16.6% |
| YTD | +75.0% | +33.1% | +41.9% | +66.7% |
| 1Y | +96.9% | +52.4% | +44.5% | +82.8% |
| 3Y | +276.7% | +163.8% | +112.9% | +202.8% |
| 5Y | +1,157.0% | +198.5% | +958.5% | +829.1% |
| All | +1,157.0% | +194.6% | +962.4% | +829.1% |
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 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