+2,102.5%
FTI vs WY
+164.4%
+1,938.1%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | -2.3% | -1.7% | -0.6% | -1.4% |
| 30D | +5.0% | -9.9% | +14.9% | +11.3% |
| 3M | +13.8% | -7.5% | +21.4% | +18.0% |
| 6M | +22.9% | -5.1% | +28.0% | +24.3% |
| YTD | +75.0% | -2.1% | +77.1% | +72.8% |
| 1Y | +96.9% | -7.3% | +104.2% | +99.8% |
| 3Y | +276.7% | -22.6% | +299.4% | +312.9% |
| 5Y | +1,157.0% | -19.8% | +1,176.8% | +1,216.1% |
| 10Y | +310.7% | +9.6% | +301.1% | +239.7% |
| All | +2,102.5% | +164.4% | +1,938.1% | +827.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling