+54.0%
FTI vs P
+23.6%
+30.4%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.9% | +4.0% | +2.2% |
| 7D | +4.3% | +11.6% | -7.3% | +3.3% |
| 30D | -4.7% | -23.7% | +19.0% | -3.0% |
| 3M | -13.5% | -8.0% | -5.5% | -13.3% |
| 6M | -8.7% | +27.9% | -36.6% | -10.3% |
| YTD | +49.0% | +61.2% | -12.1% | +44.3% |
| 1Y | +54.0% | +28.6% | +25.4% | +47.6% |
| All | +54.0% | +23.6% | +30.4% | +47.6% |
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