-70.8%
OPEN vs FTI
+1,299.2%
-1,370.0%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.7% |
| 7D | -4.3% | +5.3% | -9.5% | -5.1% |
| 30D | -16.2% | +15.3% | -31.6% | -18.4% |
| 3M | -36.4% | +15.8% | -52.1% | -38.3% |
| 6M | -35.5% | +22.6% | -58.0% | -38.1% |
| YTD | -46.0% | +79.5% | -125.5% | -51.6% |
| 1Y | -47.1% | +102.0% | -149.2% | -53.8% |
| 3Y | -19.0% | +315.8% | -334.8% | -39.0% |
| 5Y | -83.6% | +1,129.5% | -1,213.1% | -89.5% |
| All | -70.8% | +1,299.2% | -1,370.0% | -80.0% |
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