+86.4%
U vs FTI
+209.3%
-122.9%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +24.4% | -3.3% | +27.6% | +25.2% |
| 30D | +7.4% | -7.2% | +14.6% | +9.1% |
| 3M | +16.8% | -12.9% | +29.7% | +20.5% |
| 6M | +78.8% | -7.9% | +86.6% | +79.5% |
| YTD | +14.0% | +45.2% | -31.2% | -5.1% |
| 1Y | +16.7% | +48.1% | -31.3% | -3.8% |
| 3Y | +86.4% | +205.0% | -118.6% | +9.0% |
| All | +86.4% | +209.3% | -122.9% | +9.0% |
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