+762.4%
FTI vs PL
+20.8%
+741.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +10.4% | -7.2% | +2.1% |
| 7D | -7.6% | -6.8% | -0.8% | -7.1% |
| 30D | -7.1% | -29.3% | +22.2% | -4.2% |
| 3M | -8.7% | -44.8% | +36.1% | -3.9% |
| 6M | -14.0% | -68.4% | +54.4% | -5.6% |
| YTD | +42.8% | -36.4% | +79.2% | +43.7% |
| 1Y | +50.4% | +0.7% | +49.6% | +43.1% |
| 3Y | +194.1% | +455.3% | -261.2% | +112.9% |
| All | +762.4% | +20.8% | +741.6% | +620.8% |
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