+142.8%
EFA vs FTI
+305.3%
-162.5%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -1.5% | -4.4% | +2.9% | -0.8% |
| 30D | -1.7% | +1.5% | -3.1% | -2.0% |
| 3M | +3.5% | +8.2% | -4.7% | +1.8% |
| 6M | +9.5% | +18.8% | -9.4% | +5.6% |
| YTD | +12.9% | +71.7% | -58.8% | +1.9% |
| 1Y | +18.2% | +90.0% | -71.8% | +4.6% |
| 3Y | +64.8% | +270.5% | -205.7% | +26.7% |
| 5Y | +53.9% | +1,084.5% | -1,030.6% | -8.3% |
| All | +142.8% | +305.3% | -162.5% | +53.2% |
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