+54.6%
FTI vs P
+19.7%
+34.9%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.0% | +1.6% | -3.0% |
| 7D | -9.7% | -19.4% | +9.7% | -8.3% |
| 30D | -8.2% | -22.3% | +14.1% | -6.7% |
| 3M | -7.8% | +33.2% | -41.0% | -9.5% |
| 6M | -13.4% | +53.6% | -67.1% | -15.7% |
| YTD | +45.1% | +66.8% | -21.7% | +40.2% |
| 1Y | +54.6% | +17.5% | +37.1% | +47.0% |
| All | +54.6% | +19.7% | +34.9% | +47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 1y: compounded portfolio wealth divided by compounded P 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…
1y analysis · Full analysis span regression · 6 months rolling