+11.3%
IR vs FTI
+49.9%
-38.6%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.1% | -1.3% |
| 7D | +1.5% | -3.3% | +4.8% | +1.8% |
| 30D | +9.0% | -7.2% | +16.2% | +9.6% |
| 3M | -0.9% | -12.9% | +12.0% | +0.4% |
| 6M | +13.4% | -7.9% | +21.3% | +13.3% |
| YTD | +8.5% | +45.2% | -36.7% | -9.3% |
| 1Y | +11.3% | +48.1% | -36.8% | -7.0% |
| All | +11.3% | +49.9% | -38.6% | -7.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling