+277.0%
IR vs FTI
+262.1%
+14.9%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.4% | -1.6% | -1.9% |
| 7D | -1.9% | -2.3% | +0.4% | -1.2% |
| 30D | -15.0% | +5.0% | -20.1% | -16.4% |
| 3M | -0.4% | +13.8% | -14.3% | -5.0% |
| 6M | -15.0% | +22.9% | -37.9% | -21.3% |
| YTD | -7.1% | +75.0% | -82.0% | -23.0% |
| 1Y | -7.5% | +96.9% | -104.4% | -26.5% |
| 3Y | +6.3% | +276.7% | -270.4% | -32.7% |
| 5Y | +37.3% | +1,157.0% | -1,119.7% | -44.2% |
| All | +277.0% | +262.1% | +14.9% | +113.4% |
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