+393.0%
EFA vs FTI
+2,889.5%
-2,496.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.6% | 0.0% |
| 7D | +1.2% | -0.2% | +1.4% | +1.2% |
| 30D | -0.7% | +12.3% | -13.1% | -3.8% |
| 3M | +6.4% | +13.8% | -7.4% | +2.4% |
| 6M | +11.4% | +24.3% | -12.9% | +4.3% |
| YTD | +14.0% | +75.8% | -61.8% | -2.7% |
| 1Y | +20.2% | +99.6% | -79.4% | -1.2% |
| 3Y | +68.2% | +278.4% | -210.2% | +12.6% |
| 5Y | +54.8% | +1,168.7% | -1,113.9% | -30.6% |
| 10Y | +142.4% | +297.5% | -155.1% | +28.2% |
| All | +393.0% | +2,889.5% | -2,496.5% | +38.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling