+295.8%
FTI vs IDXX
+360.5%
-64.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -4.4% | -5.7% | +1.3% | -3.3% |
| 30D | +1.5% | -11.5% | +13.0% | +3.8% |
| 3M | +8.2% | -9.5% | +17.7% | +9.8% |
| 6M | +18.8% | -16.0% | +34.8% | +22.0% |
| YTD | +71.7% | -25.4% | +97.1% | +80.3% |
| 1Y | +90.0% | -21.8% | +111.8% | +97.0% |
| 3Y | +270.5% | +7.0% | +263.5% | +248.7% |
| 5Y | +1,084.5% | -26.0% | +1,110.5% | +1,070.8% |
| All | +295.8% | +360.5% | -64.7% | +149.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 10y: compounded portfolio wealth divided by compounded IDXX 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…
10y analysis · Full analysis span regression · 6 months rolling