+2,060.9%
FTI vs IDXX
+6,776.0%
-4,715.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -4.4% | -5.7% | +1.3% | -2.5% |
| 30D | +1.5% | -11.5% | +13.0% | +5.4% |
| 3M | +8.2% | -9.5% | +17.7% | +11.0% |
| 6M | +18.8% | -16.0% | +34.8% | +24.1% |
| YTD | +71.7% | -25.4% | +97.1% | +85.9% |
| 1Y | +90.0% | -21.8% | +111.8% | +101.2% |
| 3Y | +270.5% | +7.0% | +263.5% | +237.5% |
| 5Y | +1,084.5% | -26.0% | +1,110.5% | +1,083.2% |
| 10Y | +302.9% | +358.9% | -56.0% | +74.0% |
| All | +2,060.9% | +6,776.0% | -4,715.1% | +258.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling