+1,651.6%
O vs FTI
+2,165.1%
-513.6%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.7% |
| 7D | -0.7% | +5.3% | -6.0% | -1.8% |
| 30D | -1.9% | +15.3% | -17.2% | -5.0% |
| 3M | +3.8% | +15.8% | -11.9% | +0.2% |
| 6M | -4.7% | +22.6% | -27.3% | -9.5% |
| YTD | +12.5% | +79.5% | -67.1% | -1.8% |
| 1Y | +10.8% | +102.0% | -91.2% | -6.0% |
| 3Y | +28.8% | +315.8% | -287.0% | -10.3% |
| 5Y | +13.2% | +1,129.5% | -1,116.3% | -42.6% |
| 10Y | +53.5% | +320.9% | -267.5% | -15.0% |
| All | +1,651.6% | +2,165.1% | -513.6% | +535.5% |
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