+2,112.4%
FTI vs IT
+1,697.8%
+414.6%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -7.4% | +5.3% | +0.7% |
| 7D | -0.2% | -9.1% | +8.9% | +3.3% |
| 30D | +12.3% | -7.0% | +19.3% | +14.8% |
| 3M | +13.8% | +7.6% | +6.1% | +7.0% |
| 6M | +24.3% | +2.1% | +22.2% | +17.2% |
| YTD | +75.8% | -31.6% | +107.4% | +90.6% |
| 1Y | +99.6% | -29.9% | +129.5% | +111.7% |
| 3Y | +278.4% | -51.3% | +329.7% | +346.3% |
| 5Y | +1,168.7% | -44.8% | +1,213.5% | +1,277.2% |
| 10Y | +297.5% | +91.4% | +206.2% | +150.7% |
| All | +2,112.4% | +1,697.8% | +414.6% | +502.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling