+52.4%
EFA vs FTI
+1,109.5%
-1,057.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.0% | -0.4% |
| 7D | -2.4% | -5.6% | +3.3% | -1.6% |
| 30D | -2.2% | +0.4% | -2.7% | -2.3% |
| 3M | +5.7% | +8.1% | -2.4% | +4.2% |
| 6M | +8.2% | +16.7% | -8.5% | +5.2% |
| YTD | +11.8% | +70.0% | -58.2% | +2.7% |
| 1Y | +18.3% | +85.4% | -67.2% | +7.1% |
| 3Y | +64.9% | +265.9% | -201.0% | +32.8% |
| 5Y | +52.4% | +1,072.7% | -1,020.4% | -1.2% |
| All | +52.4% | +1,109.5% | -1,057.1% | -1.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling