+180.4%
FTI vs P
+504.9%
-324.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.3% | -5.6% | -0.7% |
| 7D | -4.3% | -9.6% | +5.3% | -2.4% |
| 30D | -8.0% | -33.4% | +25.4% | +0.2% |
| 3M | -8.0% | +14.2% | -22.2% | -12.6% |
| 6M | -8.7% | +31.6% | -40.3% | -17.6% |
| YTD | +43.9% | +53.5% | -9.6% | +23.4% |
| 1Y | +49.8% | +14.2% | +35.6% | +35.3% |
| 3Y | +211.7% | +190.5% | +21.2% | +101.2% |
| 5Y | +781.6% | +256.3% | +525.2% | +411.8% |
| 10Y | +180.2% | +707.9% | -527.7% | +23.1% |
| All | +180.4% | +504.9% | -324.5% | +21.9% |
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