+266.8%
FTI vs IT
-51.9%
+318.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.5% | -3.4% | -2.9% |
| 7D | -5.6% | -12.7% | +7.1% | -4.8% |
| 30D | +0.4% | -8.9% | +9.3% | +1.0% |
| 3M | +8.1% | +10.1% | -2.0% | +7.4% |
| 6M | +16.7% | +7.3% | +9.4% | +15.7% |
| YTD | +70.0% | -32.4% | +102.3% | +79.0% |
| 1Y | +85.4% | -26.6% | +112.1% | +91.3% |
| All | +266.8% | -51.9% | +318.7% | +354.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling