+72.6%
XYZ vs FTI
+191.5%
-118.8%
-53.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +3.1% | -1.4% | +0.9% |
| 7D | +12.1% | -7.6% | +19.8% | +14.3% |
| 30D | +12.4% | -7.1% | +19.5% | +13.9% |
| 3M | +8.2% | -8.7% | +16.9% | +9.9% |
| 6M | +20.7% | -14.0% | +34.7% | +24.0% |
| YTD | +31.3% | +42.8% | -11.5% | +9.8% |
| 1Y | +20.5% | +50.4% | -29.9% | -1.6% |
| 3Y | +72.6% | +194.1% | -121.5% | +5.4% |
| All | +72.6% | +191.5% | -118.8% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling