+40.5%
W vs FTI
+284.3%
-243.8%
-67.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.4% |
| 7D | +6.5% | -0.2% | +6.7% | +6.5% |
| 30D | -6.2% | +12.3% | -18.6% | -11.3% |
| 3M | +48.9% | +13.8% | +35.1% | +37.8% |
| 6M | +31.2% | +24.3% | +6.9% | +14.2% |
| YTD | -0.4% | +75.8% | -76.2% | -28.6% |
| 1Y | +14.8% | +99.6% | -84.8% | -23.7% |
| 3Y | +40.5% | +278.4% | -237.9% | -31.5% |
| All | +40.5% | +284.3% | -243.8% | -31.5% |
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 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