+178.4%
FTI vs P
+469.1%
-290.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.5% | -0.4% | +2.3% |
| 7D | -7.6% | -23.8% | +16.2% | -2.0% |
| 30D | -7.1% | -36.6% | +29.5% | +2.4% |
| 3M | -8.7% | +10.9% | -19.6% | -12.6% |
| 6M | -14.0% | +30.0% | -44.0% | -22.2% |
| YTD | +42.8% | +44.4% | -1.5% | +24.3% |
| 1Y | +50.4% | +3.9% | +46.4% | +39.0% |
| 3Y | +194.1% | +176.6% | +17.5% | +91.9% |
| 5Y | +775.2% | +249.3% | +525.9% | +409.0% |
| 10Y | +189.2% | +726.9% | -537.7% | +27.6% |
| All | +178.4% | +469.1% | -290.7% | +22.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling