+1,157.0%
FTI vs Z
-65.8%
+1,222.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.2% | -0.4% |
| 7D | -2.3% | -7.1% | +4.7% | -1.5% |
| 30D | +5.0% | -4.8% | +9.8% | +5.4% |
| 3M | +13.8% | -9.3% | +23.2% | +14.6% |
| 6M | +22.9% | -29.0% | +51.9% | +27.4% |
| YTD | +75.0% | -52.9% | +127.9% | +91.4% |
| 1Y | +96.9% | -63.1% | +160.0% | +122.9% |
| 3Y | +276.7% | -36.9% | +313.6% | +287.4% |
| 5Y | +1,157.0% | -65.5% | +1,222.5% | +1,184.9% |
| All | +1,157.0% | -65.8% | +1,222.8% | +1,184.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling