+9.8%
O vs FTI
+50.7%
-40.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.5% |
| 7D | -0.4% | +5.4% | -5.8% | -0.4% |
| 30D | +8.3% | -8.2% | +16.5% | +8.4% |
| 3M | -4.0% | -13.7% | +9.7% | -3.6% |
| 6M | -2.6% | -11.2% | +8.5% | -2.1% |
| YTD | +9.9% | +46.0% | -36.1% | +1.2% |
| 1Y | +9.8% | +51.8% | -41.9% | +0.3% |
| All | +9.8% | +50.7% | -40.9% | +0.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling