+1,775.6%
FTI vs EXEL
+313.7%
+1,461.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.2% | +3.3% | +2.3% |
| 7D | +4.3% | -0.8% | +5.1% | +4.4% |
| 30D | -4.7% | +13.1% | -17.8% | -6.7% |
| 3M | -13.5% | +36.3% | -49.9% | -18.0% |
| 6M | -8.7% | +34.5% | -43.2% | -13.6% |
| YTD | +49.0% | +57.4% | -8.4% | +36.7% |
| 1Y | +54.0% | +62.9% | -8.9% | +40.4% |
| 3Y | +211.6% | +229.5% | -17.9% | +146.0% |
| 5Y | +881.9% | +281.2% | +600.7% | +645.2% |
| 10Y | +188.1% | +320.7% | -132.6% | +102.8% |
| All | +1,775.6% | +313.7% | +1,461.9% | +698.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling