+117.9%
RF vs FTI
+208.1%
-90.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.5% |
| 7D | -1.3% | +1.4% | -2.7% | -1.7% |
| 30D | +4.6% | -6.3% | +10.9% | +6.0% |
| 3M | -8.4% | -13.1% | +4.7% | -5.4% |
| 6M | +8.9% | -8.0% | +16.8% | +10.1% |
| YTD | +8.8% | +47.1% | -38.2% | -5.5% |
| 1Y | +18.9% | +50.7% | -31.8% | +2.4% |
| All | +117.9% | +208.1% | -90.2% | +48.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling