+90.0%
FTI vs Z
-62.2%
+152.2%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.0% | -3.0% | +1.3% |
| 7D | -4.4% | -6.0% | +1.7% | -4.8% |
| 30D | +1.5% | -2.3% | +3.8% | +1.4% |
| 3M | +8.2% | -0.6% | +8.8% | +8.8% |
| 6M | +18.8% | -27.6% | +46.4% | +19.9% |
| YTD | +71.7% | -52.4% | +124.0% | +75.0% |
| 1Y | +90.0% | -63.6% | +153.6% | +93.6% |
| All | +90.0% | -62.2% | +152.2% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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