+102.0%
FTI vs WY
-5.4%
+107.4%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +5.3% | -2.6% | +7.9% | +5.4% |
| 30D | +15.3% | -10.9% | +26.2% | +16.0% |
| 3M | +15.8% | -6.0% | +21.8% | +16.0% |
| 6M | +22.6% | -5.6% | +28.2% | +22.3% |
| YTD | +79.5% | -1.1% | +80.7% | +78.1% |
| 1Y | +102.0% | -7.5% | +109.5% | +96.9% |
| All | +102.0% | -5.4% | +107.4% | +96.9% |
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