+163.6%
W vs FTI
+121.8%
+41.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.3% | +2.8% | +2.6% |
| 7D | -4.2% | +5.3% | -9.4% | -5.5% |
| 30D | -7.6% | +15.3% | -22.9% | -11.2% |
| 3M | +37.2% | +15.8% | +21.4% | +30.7% |
| 6M | +26.3% | +22.6% | +3.7% | +18.0% |
| YTD | -1.0% | +79.5% | -80.5% | -16.5% |
| 1Y | +20.1% | +102.0% | -81.9% | -2.1% |
| 3Y | +37.8% | +315.8% | -278.0% | -6.5% |
| 5Y | -63.7% | +1,129.5% | -1,193.2% | -81.1% |
| 10Y | +156.3% | +320.9% | -164.6% | +46.2% |
| All | +163.6% | +121.8% | +41.8% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling