+580.0%
XYZ vs FTI
+304.2%
+275.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -2.7% |
| 7D | +2.9% | -0.2% | +3.0% | +2.9% |
| 30D | +1.4% | +12.3% | -10.9% | -1.7% |
| 3M | +14.6% | +13.8% | +0.8% | +9.9% |
| 6M | +20.8% | +24.3% | -3.5% | +12.5% |
| YTD | +23.1% | +75.8% | -52.7% | +4.0% |
| 1Y | +5.6% | +99.6% | -94.0% | -14.2% |
| 3Y | +50.9% | +278.4% | -227.5% | +1.5% |
| 5Y | -68.6% | +1,168.7% | -1,237.2% | -84.8% |
| 10Y | +580.0% | +297.5% | +282.4% | +263.4% |
| All | +580.0% | +304.2% | +275.7% | +263.4% |
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 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