-83.6%
OPEN vs FTI
+1,110.9%
-1,194.6%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.1% | -0.4% | -2.0% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | -11.9% | +12.3% | -24.2% | -14.7% |
| 3M | -28.8% | +13.8% | -42.5% | -31.8% |
| 6M | -38.6% | +24.3% | -62.9% | -42.7% |
| YTD | -47.3% | +75.8% | -123.1% | -55.3% |
| 1Y | -49.2% | +99.6% | -148.8% | -58.7% |
| 3Y | -18.8% | +278.4% | -297.2% | -47.7% |
| 5Y | -83.6% | +1,168.7% | -1,252.3% | -92.8% |
| All | -83.6% | +1,110.9% | -1,194.6% | -92.8% |
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