-53.3%
W vs FTI
+800.3%
-853.6%
-91.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -4.0% |
| 7D | +1.1% | -3.3% | +4.4% | +2.2% |
| 30D | +6.4% | -7.2% | +13.6% | +8.6% |
| 3M | +9.0% | -12.9% | +21.8% | +13.2% |
| 6M | +69.8% | -7.9% | +77.7% | +69.8% |
| YTD | +12.1% | +45.2% | -33.1% | -7.9% |
| 1Y | 0.0% | +48.1% | -48.0% | -18.7% |
| 3Y | +160.3% | +205.0% | -44.6% | +58.7% |
| 5Y | -53.3% | +838.8% | -892.1% | -80.5% |
| All | -53.3% | +800.3% | -853.6% | -80.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling