+13.5%
U vs FTI
+284.3%
-270.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.1% | +4.7% | +3.2% |
| 7D | +4.5% | -0.2% | +4.7% | +4.5% |
| 30D | -0.6% | +12.3% | -12.9% | -3.9% |
| 3M | +48.4% | +13.8% | +34.7% | +41.7% |
| 6M | +115.4% | +24.3% | +91.1% | +97.4% |
| YTD | -3.2% | +75.8% | -79.0% | -22.6% |
| 1Y | -6.0% | +99.6% | -105.7% | -28.9% |
| 3Y | +13.5% | +278.4% | -265.0% | -34.6% |
| All | +13.5% | +284.3% | -270.8% | -34.6% |
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