+22.6%
EFA vs FTI
+108.8%
-86.1%
-11.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | +0.6% | +5.3% | -4.7% | +0.2% |
| 30D | +0.9% | +15.3% | -14.5% | -0.3% |
| 3M | +4.9% | +15.8% | -10.9% | +3.3% |
| 6M | +8.6% | +22.6% | -14.0% | +5.1% |
| YTD | +14.6% | +79.5% | -64.9% | +6.8% |
| 1Y | +22.6% | +102.0% | -79.4% | +12.7% |
| All | +22.6% | +108.8% | -86.1% | +12.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling