+33.6%
TER vs FTI
+49.9%
-16.3%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.9% |
| 7D | -8.9% | -3.3% | -5.6% | -6.3% |
| 30D | -39.1% | -7.2% | -31.8% | -35.4% |
| 3M | -32.8% | -12.9% | -19.9% | -25.4% |
| 6M | -31.7% | -7.9% | -23.9% | -28.0% |
| YTD | +26.9% | +45.2% | -18.2% | -6.2% |
| 1Y | +33.6% | +48.1% | -14.5% | -1.7% |
| All | +33.6% | +49.9% | -16.3% | -1.7% |
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