+220.4%
W vs FTI
+180.1%
+40.4%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | -7.4% | +1.4% | -8.8% | -7.7% |
| 30D | +7.8% | -6.3% | +14.1% | +9.2% |
| 3M | +10.9% | -13.1% | +24.0% | +14.3% |
| 6M | +86.4% | -8.0% | +94.4% | +87.1% |
| YTD | +14.0% | +47.1% | -33.1% | -0.2% |
| 1Y | +3.5% | +50.7% | -47.2% | -10.1% |
| 3Y | +164.8% | +209.0% | -44.2% | +89.5% |
| 5Y | -53.1% | +847.0% | -900.1% | -74.9% |
| 10Y | +220.4% | +184.3% | +36.1% | +98.5% |
| All | +220.4% | +180.1% | +40.4% | +98.5% |
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