+2,159.9%
FTI vs EXEL
+253.8%
+1,906.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +5.3% | +8.4% | -3.1% | +3.9% |
| 30D | +15.3% | +4.1% | +11.3% | +14.4% |
| 3M | +15.8% | +12.4% | +3.3% | +13.1% |
| 6M | +22.6% | +41.5% | -19.0% | +14.8% |
| YTD | +79.5% | +34.6% | +44.9% | +69.3% |
| 1Y | +102.0% | +57.9% | +44.2% | +84.6% |
| 3Y | +315.8% | +159.5% | +156.3% | +241.3% |
| 5Y | +1,129.5% | +198.5% | +931.0% | +872.8% |
| 10Y | +320.9% | +411.4% | -90.4% | +184.6% |
| All | +2,159.9% | +253.8% | +1,906.2% | +888.1% |
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 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