+54.6%
FTI vs WY
+0.3%
+54.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +5.6% | -9.0% | -3.2% |
| 7D | -9.7% | +13.3% | -23.0% | -9.5% |
| 30D | -8.2% | +17.6% | -25.8% | -8.2% |
| 3M | -7.8% | -15.0% | +7.2% | -6.2% |
| 6M | -13.4% | -5.9% | -7.5% | -12.5% |
| YTD | +45.1% | -5.7% | +50.8% | +45.2% |
| 1Y | +54.6% | -0.2% | +54.8% | +55.1% |
| All | +54.6% | +0.3% | +54.3% | +55.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 1y: compounded portfolio wealth divided by compounded WY 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…
1y analysis · Full analysis span regression · 6 months rolling