+1,802.9%
TER vs FTI
+301.2%
+1,501.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.7% | -2.7% |
| 7D | +9.4% | -5.6% | +15.0% | +11.1% |
| 30D | -2.4% | +0.4% | -2.8% | -2.5% |
| 3M | +6.5% | +8.1% | -1.6% | +4.1% |
| 6M | +23.2% | +16.7% | +6.5% | +17.5% |
| YTD | +91.5% | +70.0% | +21.5% | +65.6% |
| 1Y | +214.8% | +85.4% | +129.4% | +165.2% |
| 3Y | +275.3% | +265.9% | +9.4% | +158.8% |
| 5Y | +211.9% | +1,072.7% | -860.8% | +51.5% |
| All | +1,802.9% | +301.2% | +1,501.7% | +905.8% |
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 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