+167.1%
FTI vs WETO
-99.4%
+266.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WETO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -5.4% | +6.4% | +1.1% |
| 7D | -4.4% | -4.3% | -0.1% | -4.3% |
| 30D | +1.5% | -39.9% | +41.4% | -1.0% |
| 3M | +8.2% | -97.9% | +106.1% | +5.4% |
| 6M | +18.8% | -95.0% | +113.9% | +14.0% |
| YTD | +71.7% | -97.2% | +168.8% | +65.5% |
| 1Y | +90.0% | -98.9% | +189.0% | +86.0% |
| All | +167.1% | -99.4% | +266.5% | +165.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WETO.
Daily Out/Under-Performance
Portfolio return minus WETO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WETO 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 WETO 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