+278.4%
FTI vs Z
-37.5%
+315.9%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -6.4% | +4.3% | -1.6% |
| 7D | -0.2% | -3.3% | +3.1% | +0.1% |
| 30D | +12.3% | -3.7% | +16.1% | +12.5% |
| 3M | +13.8% | -7.0% | +20.7% | +14.1% |
| 6M | +24.3% | -29.5% | +53.8% | +28.3% |
| YTD | +75.8% | -52.6% | +128.3% | +90.1% |
| 1Y | +99.6% | -64.0% | +163.6% | +124.2% |
| 3Y | +278.4% | -36.4% | +314.9% | +307.8% |
| All | +278.4% | -37.5% | +315.9% | +307.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling