-22.7%
U vs FTI
+1,137.0%
-1,159.8%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +2.1% | +3.2% | +5.0% |
| 7D | +2.6% | +4.3% | -1.8% | +2.0% |
| 30D | +27.6% | -4.7% | +32.2% | +28.1% |
| 3M | +15.3% | -13.5% | +28.9% | +17.4% |
| 6M | +96.4% | -8.7% | +105.1% | +97.5% |
| YTD | +19.6% | +49.0% | -29.4% | +10.9% |
| 1Y | +42.1% | +54.0% | -11.9% | +31.1% |
| 3Y | +87.5% | +211.6% | -124.1% | +55.8% |
| 5Y | -73.1% | +881.9% | -955.0% | -79.1% |
| All | -22.7% | +1,137.0% | -1,159.8% | -24.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling