+554.0%
XYZ vs FTI
+172.8%
+381.2%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +14.0% |
| 3M | +8.2% | -8.7% | +16.9% | +10.0% |
| 6M | +20.7% | -14.0% | +34.7% | +23.7% |
| YTD | +31.3% | +42.8% | -11.5% | +16.5% |
| 1Y | +20.5% | +50.4% | -29.9% | +5.2% |
| 3Y | +72.6% | +194.1% | -121.5% | +23.4% |
| 5Y | -64.0% | +775.2% | -839.2% | -81.0% |
| 10Y | +601.8% | +189.2% | +412.6% | +310.8% |
| All | +554.0% | +172.8% | +381.2% | +242.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling