-72.2%
OPEN vs FTI
+1,263.6%
-1,335.9%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.4% | -1.8% | -2.2% |
| 7D | -2.9% | -2.3% | -0.6% | -2.5% |
| 30D | -13.8% | +5.0% | -18.8% | -14.6% |
| 3M | -30.9% | +13.8% | -44.7% | -32.8% |
| 6M | -40.9% | +22.9% | -63.8% | -43.4% |
| YTD | -48.5% | +75.0% | -123.5% | -53.7% |
| 1Y | -50.9% | +96.9% | -147.8% | -56.9% |
| 3Y | -20.6% | +276.7% | -297.4% | -39.2% |
| 5Y | -84.2% | +1,157.0% | -1,241.2% | -89.8% |
| All | -72.2% | +1,263.6% | -1,335.9% | -80.9% |
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