+266.8%
FTI vs WY
-25.0%
+291.8%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.7% | -0.2% | -2.1% |
| 7D | -5.6% | -3.7% | -1.9% | -4.6% |
| 30D | +0.4% | -11.3% | +11.7% | +3.8% |
| 3M | +8.1% | -8.1% | +16.3% | +10.3% |
| 6M | +16.7% | -7.4% | +24.1% | +18.1% |
| YTD | +70.0% | -4.7% | +74.7% | +69.7% |
| 1Y | +85.4% | -9.2% | +94.6% | +88.2% |
| All | +266.8% | -25.0% | +291.8% | +277.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling