-2.4%
U vs FTI
+89.8%
-92.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-10 to 2026-09-10.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.9% | +1.8% | -1.4% |
| 7D | 0.0% | -5.6% | +5.6% | -0.7% |
| 30D | -4.1% | +0.4% | -4.5% | -4.1% |
| 3M | +57.8% | +8.1% | +49.7% | +59.5% |
| 6M | +103.5% | +16.7% | +86.8% | +102.0% |
| YTD | -4.8% | +70.0% | -74.7% | -9.1% |
| 1Y | -2.4% | +85.4% | -87.8% | -15.7% |
| All | -2.4% | +89.8% | -92.2% | -15.7% |
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 2025-09-10 to 2026-09-10: 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…
2025-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling