+1,066.7%
TER vs FTI
+185.6%
+881.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.9% |
| 7D | +5.9% | +1.4% | +4.5% | +5.7% |
| 30D | -30.8% | -6.3% | -24.5% | -29.2% |
| 3M | -29.9% | -13.1% | -16.8% | -26.7% |
| 6M | -27.5% | -8.0% | -19.5% | -25.5% |
| YTD | +37.5% | +47.1% | -9.6% | +24.4% |
| 1Y | +50.3% | +50.7% | -0.4% | +34.9% |
| 3Y | +204.9% | +209.0% | -4.1% | +121.9% |
| 5Y | +89.2% | +847.0% | -757.8% | -1.8% |
| All | +1,066.7% | +185.6% | +881.1% | +565.2% |
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 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