-87.4%
OPEN vs FTI
+1,046.0%
-1,133.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +1.3% | +2.9% | +4.0% |
| 7D | -31.1% | +1.4% | -32.4% | -31.3% |
| 30D | -34.7% | -6.3% | -28.4% | -34.2% |
| 3M | -61.9% | -13.1% | -48.7% | -61.1% |
| 6M | -71.9% | -8.0% | -63.9% | -71.8% |
| YTD | -76.6% | +47.1% | -123.6% | -78.4% |
| 1Y | -83.9% | +50.7% | -134.6% | -85.2% |
| 3Y | -34.4% | +209.0% | -243.3% | -48.2% |
| 5Y | -93.9% | +847.0% | -940.9% | -96.0% |
| All | -87.4% | +1,046.0% | -1,133.3% | -91.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling