+191.9%
FTI vs Z
+4.2%
+187.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.3% | +1.6% | -0.4% |
| 7D | +5.4% | -4.9% | +10.3% | +6.2% |
| 30D | -8.2% | +3.0% | -11.2% | -9.3% |
| 3M | -13.7% | -13.4% | -0.3% | -12.7% |
| 6M | -11.2% | -27.3% | +16.1% | -8.1% |
| YTD | +46.0% | -57.8% | +103.8% | +64.1% |
| 1Y | +51.8% | -60.0% | +111.8% | +72.0% |
| 3Y | +206.7% | -21.5% | +228.3% | +198.9% |
| 5Y | +862.0% | -55.0% | +917.0% | +889.0% |
| 10Y | +182.3% | -18.8% | +201.0% | +104.3% |
| All | +191.9% | +4.2% | +187.7% | +98.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling