-4.9%
EQT vs FTI
+57.1%
-62.0%
-28.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.4% | +0.2% | -2.3% |
| 7D | -6.6% | -9.7% | +3.1% | -4.0% |
| 30D | +2.7% | -8.2% | +10.9% | +5.0% |
| 3M | -0.2% | -7.8% | +7.7% | +1.7% |
| 6M | -10.6% | -13.4% | +2.9% | -7.5% |
| YTD | -1.2% | +45.1% | -46.2% | -15.9% |
| 1Y | -4.9% | +54.6% | -59.4% | -22.9% |
| All | -4.9% | +57.1% | -62.0% | -22.9% |
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