+533.2%
XYZ vs FTI
+242.9%
+290.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | -1.0% | +5.3% | -6.2% | -2.3% |
| 30D | -1.7% | +15.3% | -17.0% | -5.4% |
| 3M | +16.7% | +15.8% | +1.0% | +11.5% |
| 6M | +26.9% | +22.6% | +4.3% | +18.6% |
| YTD | +27.1% | +79.5% | -52.4% | +6.8% |
| 1Y | +9.3% | +102.0% | -92.8% | -11.6% |
| 3Y | +42.3% | +315.8% | -273.5% | -6.8% |
| 5Y | -69.3% | +1,129.5% | -1,198.8% | -85.1% |
| 10Y | +586.8% | +320.9% | +265.9% | +264.8% |
| All | +533.2% | +242.9% | +290.3% | +214.3% |
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