+292.2%
TER vs FTI
+274.9%
+17.2%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.6% | +3.3% |
| 7D | +12.4% | -2.3% | +14.7% | +13.3% |
| 30D | +5.1% | +5.0% | +0.1% | +3.2% |
| 3M | +4.0% | +13.8% | -9.9% | -1.5% |
| 6M | +29.5% | +22.9% | +6.6% | +18.4% |
| YTD | +98.5% | +75.0% | +23.5% | +61.0% |
| 1Y | +234.1% | +96.9% | +137.2% | +159.6% |
| All | +292.2% | +274.9% | +17.2% | +154.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling