+1,006.2%
TER vs FTI
+178.7%
+827.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.5% |
| 7D | -8.9% | -3.3% | -5.6% | -7.8% |
| 30D | -39.1% | -7.2% | -31.8% | -37.5% |
| 3M | -32.8% | -12.9% | -19.9% | -29.7% |
| 6M | -31.7% | -7.9% | -23.9% | -30.0% |
| YTD | +26.9% | +45.2% | -18.2% | +15.2% |
| 1Y | +33.6% | +48.1% | -14.5% | +20.5% |
| 3Y | +181.5% | +205.0% | -23.5% | +105.7% |
| 5Y | +76.1% | +838.8% | -762.7% | -8.3% |
| 10Y | +1,006.2% | +174.8% | +831.4% | +531.8% |
| All | +1,006.2% | +178.7% | +827.5% | +531.8% |
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