+24.3%
W vs FTI
+57.1%
-32.8%
-51.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.0% | -3.4% | +14.4% | +10.5% |
| 7D | +8.4% | -9.7% | +18.0% | +7.0% |
| 30D | +16.5% | -8.2% | +24.7% | +15.4% |
| 3M | +6.4% | -7.8% | +14.3% | +5.0% |
| 6M | +90.5% | -13.4% | +104.0% | +92.0% |
| YTD | +23.1% | +45.1% | -22.0% | -9.0% |
| 1Y | +24.3% | +54.6% | -30.3% | -12.3% |
| All | +24.3% | +57.1% | -32.8% | -12.3% |
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