+43.2%
TER vs FTI
+57.1%
-13.9%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | -3.4% | -3.5% | -4.6% |
| 7D | -19.9% | -9.7% | -10.2% | -14.2% |
| 30D | -43.5% | -8.2% | -35.4% | -40.1% |
| 3M | -37.8% | -7.8% | -30.0% | -33.7% |
| 6M | -25.6% | -13.4% | -12.1% | -17.9% |
| YTD | +29.8% | +45.1% | -15.2% | -4.9% |
| 1Y | +43.2% | +54.6% | -11.4% | +0.1% |
| All | +43.2% | +57.1% | -13.9% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling