+618.7%
TER vs FTI
+1,755.2%
-1,136.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.3% | +7.0% | +7.8% |
| 7D | +5.9% | +1.4% | +4.5% | +5.7% |
| 30D | -30.8% | -6.3% | -24.5% | -28.7% |
| 3M | -29.9% | -13.1% | -16.8% | -25.7% |
| 6M | -27.5% | -8.0% | -19.5% | -25.0% |
| YTD | +37.5% | +47.1% | -9.6% | +19.7% |
| 1Y | +50.3% | +50.7% | -0.4% | +29.4% |
| 3Y | +204.9% | +209.0% | -4.1% | +94.9% |
| 5Y | +89.2% | +847.0% | -757.8% | -26.5% |
| 10Y | +1,077.0% | +184.3% | +892.6% | +486.9% |
| All | +618.7% | +1,755.2% | -1,136.4% | -0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling