+20.1%
W vs FTI
+108.8%
-88.7%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.5% |
| 7D | -4.2% | +5.3% | -9.4% | -4.3% |
| 30D | -7.6% | +15.3% | -22.9% | -8.2% |
| 3M | +37.2% | +15.8% | +21.4% | +35.3% |
| 6M | +26.3% | +22.6% | +3.7% | +18.5% |
| YTD | -1.0% | +79.5% | -80.5% | -21.6% |
| 1Y | +20.1% | +102.0% | -81.9% | -12.2% |
| All | +20.1% | +108.8% | -88.7% | -12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling