-68.9%
XYZ vs FTI
+1,129.5%
-1,198.4%
-85.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -1.0% | +5.3% | -6.2% | -2.6% |
| 30D | -1.7% | +15.3% | -17.0% | -6.3% |
| 3M | +16.7% | +15.8% | +1.0% | +10.2% |
| 6M | +26.9% | +22.6% | +4.3% | +16.3% |
| YTD | +27.1% | +79.5% | -52.4% | +0.9% |
| 1Y | +9.3% | +102.0% | -92.8% | -17.6% |
| 3Y | +42.3% | +315.8% | -273.5% | -20.1% |
| All | -68.9% | +1,129.5% | -1,198.4% | -88.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling