+155.6%
ECL vs FTI
+297.7%
-142.1%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -2.1% |
| 7D | -2.7% | -2.3% | -0.4% | -2.4% |
| 30D | -4.3% | +5.0% | -9.3% | -5.1% |
| 3M | +3.2% | +13.8% | -10.6% | +0.8% |
| 6M | -2.9% | +22.9% | -25.8% | -6.7% |
| YTD | +4.3% | +75.0% | -70.7% | -5.4% |
| 1Y | +1.6% | +96.9% | -95.2% | -9.7% |
| 3Y | +54.3% | +276.7% | -222.5% | +20.2% |
| 5Y | +26.5% | +1,157.0% | -1,130.5% | -24.2% |
| 10Y | +155.6% | +310.7% | -155.1% | +49.3% |
| All | +155.6% | +297.7% | -142.1% | +49.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling