+632.8%
LYB vs FTI
+233.1%
+399.7%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.0% | -2.0% | -1.4% |
| 7D | +0.3% | -4.4% | +4.7% | +2.2% |
| 30D | +2.5% | +1.5% | +1.0% | +1.7% |
| 3M | +1.4% | +8.2% | -6.8% | -2.4% |
| 6M | -3.5% | +18.8% | -22.3% | -11.2% |
| YTD | +52.0% | +71.7% | -19.7% | +19.0% |
| 1Y | +22.1% | +90.0% | -68.0% | -8.9% |
| 3Y | -22.8% | +270.5% | -293.3% | -59.2% |
| 5Y | -3.4% | +1,084.5% | -1,087.9% | -72.9% |
| 10Y | +47.4% | +302.9% | -255.6% | -43.5% |
| All | +632.8% | +233.1% | +399.7% | +216.1% |
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 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