+266.8%
FTI vs M
+97.0%
+169.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.7% | +1.8% | -2.1% |
| 7D | -5.6% | -8.8% | +3.1% | -4.2% |
| 30D | +0.4% | -16.4% | +16.8% | +3.2% |
| 3M | +8.1% | -10.8% | +18.9% | +9.4% |
| 6M | +16.7% | +16.1% | +0.6% | +12.5% |
| YTD | +70.0% | -5.3% | +75.2% | +69.2% |
| 1Y | +85.4% | +24.9% | +60.6% | +75.2% |
| All | +266.8% | +97.0% | +169.8% | +226.7% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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