+72.4%
TER vs FTI
+771.0%
-698.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +0.7% | +12.0% | +12.5% |
| 7D | -5.8% | -4.3% | -1.4% | -4.0% |
| 30D | -38.9% | -8.0% | -30.9% | -36.9% |
| 3M | -35.1% | -8.0% | -27.1% | -32.9% |
| 6M | -31.6% | -8.7% | -22.9% | -29.2% |
| YTD | +27.2% | +43.9% | -16.6% | +14.5% |
| 1Y | +35.2% | +49.8% | -14.6% | +20.1% |
| 3Y | +192.8% | +211.7% | -18.9% | +106.0% |
| 5Y | +72.4% | +781.6% | -709.1% | -15.8% |
| All | +72.4% | +771.0% | -698.6% | -15.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling