+291.3%
IR vs FTI
+271.6%
+19.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | -2.8% | +5.3% | -8.1% | -4.4% |
| 30D | -15.1% | +15.3% | -30.5% | -18.9% |
| 3M | +6.1% | +15.8% | -9.7% | +0.6% |
| 6M | -16.8% | +22.6% | -39.4% | -22.9% |
| YTD | -3.5% | +79.5% | -83.1% | -20.8% |
| 1Y | -3.5% | +102.0% | -105.5% | -23.9% |
| 3Y | +9.5% | +315.8% | -306.3% | -32.8% |
| 5Y | +45.1% | +1,129.5% | -1,084.4% | -40.6% |
| All | +291.3% | +271.6% | +19.7% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling