+50.9%
O vs FTI
+301.2%
-250.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | -0.4% |
| 7D | -3.5% | -5.6% | +2.1% | -2.6% |
| 30D | -3.3% | +0.4% | -3.7% | -3.4% |
| 3M | -2.8% | +8.1% | -11.0% | -4.3% |
| 6M | -5.8% | +16.7% | -22.5% | -8.6% |
| YTD | +9.4% | +70.0% | -60.6% | -0.3% |
| 1Y | +5.7% | +85.4% | -79.8% | -5.2% |
| 3Y | +27.2% | +265.9% | -238.7% | -1.1% |
| 5Y | +17.2% | +1,072.7% | -1,055.6% | -30.7% |
| All | +50.9% | +301.2% | -250.3% | -25.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling