+198.3%
W vs FTI
+79.3%
+119.0%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.9% | -4.6% | -3.9% |
| 7D | +1.1% | -3.3% | +4.4% | +1.9% |
| 30D | +6.4% | -7.2% | +13.6% | +8.0% |
| 3M | +9.0% | -12.9% | +21.8% | +12.0% |
| 6M | +69.8% | -7.9% | +77.7% | +70.2% |
| YTD | +12.1% | +45.2% | -33.1% | -0.9% |
| 1Y | 0.0% | +48.1% | -48.0% | -12.1% |
| 3Y | +160.3% | +205.0% | -44.6% | +90.4% |
| 5Y | -53.3% | +838.8% | -892.1% | -74.1% |
| 10Y | +217.0% | +174.8% | +42.2% | +96.1% |
| All | +198.3% | +79.3% | +119.0% | +61.4% |
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