-10.0%
LOW vs FTI
+264.2%
-274.2%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.9% | +1.9% | -0.8% |
| 7D | -2.6% | -5.6% | +3.0% | -2.1% |
| 30D | -11.1% | +0.4% | -11.6% | -11.2% |
| 3M | -8.5% | +8.1% | -16.6% | -9.3% |
| 6M | -20.8% | +16.7% | -37.5% | -22.7% |
| YTD | -17.2% | +70.0% | -87.2% | -23.2% |
| 1Y | -24.7% | +85.4% | -110.2% | -31.1% |
| All | -10.0% | +264.2% | -274.2% | -25.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling