+5.6%
XYZ vs FTI
+102.0%
-96.4%
-39.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.1% | -1.1% | -3.4% |
| 7D | +2.9% | -0.2% | +3.0% | +2.8% |
| 30D | +1.4% | +12.3% | -10.9% | +2.6% |
| 3M | +14.6% | +13.8% | +0.8% | +16.2% |
| 6M | +20.8% | +24.3% | -3.5% | +20.2% |
| YTD | +23.1% | +75.8% | -52.7% | +19.0% |
| 1Y | +5.6% | +99.6% | -94.0% | -2.6% |
| All | +5.6% | +102.0% | -96.4% | -2.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling