+45.7%
IR vs FTI
+1,137.0%
-1,091.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | +5.3% | -8.1% | -4.2% |
| 30D | -15.1% | +15.3% | -30.5% | -18.4% |
| 3M | +6.1% | +15.8% | -9.7% | +1.3% |
| 6M | -16.8% | +22.6% | -39.4% | -22.2% |
| YTD | -3.5% | +79.5% | -83.1% | -19.0% |
| 1Y | -3.5% | +102.0% | -105.5% | -21.9% |
| 3Y | +9.5% | +315.8% | -306.3% | -27.9% |
| All | +45.7% | +1,137.0% | -1,091.3% | -29.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling