+196.5%
ECL vs FTI
+180.1%
+16.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.3% | -0.7% | +0.4% |
| 7D | -2.3% | +1.4% | -3.6% | -2.5% |
| 30D | +8.3% | -6.3% | +14.5% | +9.1% |
| 3M | +8.4% | -13.1% | +21.6% | +10.4% |
| 6M | +23.3% | -8.0% | +31.2% | +23.9% |
| YTD | +18.2% | +47.1% | -28.8% | +9.9% |
| 1Y | +18.8% | +50.7% | -31.9% | +9.9% |
| 3Y | +78.5% | +209.0% | -130.5% | +43.3% |
| 5Y | +40.1% | +847.0% | -806.9% | -11.7% |
| 10Y | +196.5% | +184.3% | +12.2% | +84.0% |
| All | +196.5% | +180.1% | +16.4% | +84.0% |
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