+249.9%
FTI vs P
+485.4%
-235.4%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +5.3% | +6.5% | -1.3% | +3.7% |
| 30D | +15.3% | +18.8% | -3.5% | +10.1% |
| 3M | +15.8% | +26.7% | -11.0% | +7.9% |
| 6M | +22.6% | +62.2% | -39.6% | +6.2% |
| YTD | +79.5% | +48.5% | +31.0% | +57.4% |
| 1Y | +102.0% | +26.4% | +75.6% | +79.4% |
| 3Y | +315.8% | +159.4% | +156.4% | +180.0% |
| 5Y | +1,129.5% | +275.8% | +853.7% | +609.5% |
| 10Y | +320.9% | +732.0% | -411.1% | +87.3% |
| All | +249.9% | +485.4% | -235.4% | +55.4% |
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