+211.6%
FTI vs IT
-53.3%
+264.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.7% | +1.4% | +2.0% |
| 7D | +4.3% | +1.1% | +3.2% | +4.3% |
| 30D | -4.7% | -1.8% | -2.8% | -4.9% |
| 3M | -13.5% | +4.8% | -18.4% | -14.2% |
| 6M | -8.7% | +33.0% | -41.7% | -11.5% |
| YTD | +49.0% | -23.8% | +72.8% | +56.1% |
| 1Y | +54.0% | -16.5% | +70.5% | +58.2% |
| 3Y | +211.6% | -53.6% | +265.3% | +298.2% |
| All | +211.6% | -53.3% | +264.9% | +298.2% |
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