+638.0%
XYZ vs FTI
+185.2%
+452.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.4% |
| 7D | +14.9% | -4.3% | +19.2% | +16.1% |
| 30D | +14.7% | -8.0% | +22.7% | +16.6% |
| 3M | +12.1% | -8.0% | +20.1% | +13.8% |
| 6M | +18.3% | -8.7% | +27.0% | +19.4% |
| YTD | +36.1% | +43.9% | -7.8% | +20.4% |
| 1Y | +35.3% | +49.8% | -14.5% | +18.2% |
| 3Y | +73.5% | +211.7% | -138.2% | +22.1% |
| 5Y | -61.6% | +781.6% | -843.2% | -79.8% |
| 10Y | +638.0% | +180.2% | +457.8% | +332.1% |
| All | +638.0% | +185.2% | +452.8% | +332.1% |
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