+336.0%
IR vs FTI
+204.3%
+131.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.3% | -2.2% | -1.3% |
| 7D | +1.1% | +1.4% | -0.3% | +0.6% |
| 30D | +7.6% | -6.3% | +13.8% | +9.4% |
| 3M | +0.1% | -13.1% | +13.2% | +4.0% |
| 6M | +14.0% | -8.0% | +21.9% | +15.4% |
| YTD | +7.5% | +47.1% | -39.6% | -6.5% |
| 1Y | +10.1% | +50.7% | -40.5% | -5.0% |
| 3Y | +24.9% | +209.0% | -184.1% | -16.1% |
| 5Y | +46.9% | +847.0% | -800.1% | -34.4% |
| All | +336.0% | +204.3% | +131.7% | +159.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 10y: compounded portfolio wealth divided by compounded FTI 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…
10y analysis · Full analysis span regression · 6 months rolling