+1,036.2%
FTI vs WY
-22.2%
+1,058.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.3% | +0.7% | +0.9% |
| 7D | -4.4% | -4.2% | -0.2% | -2.7% |
| 30D | +1.5% | -10.1% | +11.6% | +5.8% |
| 3M | +8.2% | -8.5% | +16.7% | +11.5% |
| 6M | +18.8% | -3.3% | +22.2% | +18.7% |
| YTD | +71.7% | -4.4% | +76.1% | +71.6% |
| 1Y | +90.0% | -11.5% | +101.5% | +96.5% |
| 3Y | +270.5% | -24.3% | +294.8% | +301.9% |
| All | +1,036.2% | -22.2% | +1,058.4% | +1,096.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling