+12.1%
O vs FTI
+800.3%
-788.2%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.9% | -0.8% | 0.0% |
| 7D | +3.5% | -3.3% | +6.8% | +3.7% |
| 30D | +10.4% | -7.2% | +17.6% | +10.8% |
| 3M | -2.4% | -12.9% | +10.4% | -1.7% |
| 6M | -1.2% | -7.9% | +6.7% | -0.9% |
| YTD | +10.4% | +45.2% | -34.8% | +7.0% |
| 1Y | +11.4% | +48.1% | -36.6% | +7.8% |
| 3Y | +40.4% | +205.0% | -164.6% | +26.7% |
| 5Y | +12.1% | +838.8% | -826.7% | -12.1% |
| All | +12.1% | +800.3% | -788.2% | -12.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling