+883.3%
FTI vs PL
+31.5%
+851.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.1% |
| 7D | +4.3% | +10.0% | -5.7% | +3.3% |
| 30D | -4.7% | -2.3% | -2.4% | -4.7% |
| 3M | -13.5% | -44.2% | +30.7% | -9.1% |
| 6M | -8.7% | -66.1% | +57.4% | -0.5% |
| YTD | +49.0% | -30.0% | +79.0% | +48.4% |
| 1Y | +54.0% | +21.0% | +33.0% | +43.9% |
| 3Y | +211.6% | +516.5% | -304.9% | +123.4% |
| All | +883.3% | +31.5% | +851.8% | +718.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling