+49.5%
EQT vs FTI
+301.2%
-251.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.9% | +3.5% | +1.6% |
| 7D | -1.2% | -5.6% | +4.5% | +0.8% |
| 30D | +1.1% | +0.4% | +0.7% | +0.8% |
| 3M | +4.8% | +8.1% | -3.3% | +1.4% |
| 6M | -10.6% | +16.7% | -27.3% | -16.1% |
| YTD | +3.4% | +70.0% | -66.5% | -15.3% |
| 1Y | +8.7% | +85.4% | -76.8% | -14.0% |
| 3Y | +35.0% | +265.9% | -231.0% | -18.5% |
| 5Y | +204.2% | +1,072.7% | -868.5% | +19.1% |
| All | +49.5% | +301.2% | -251.7% | -23.2% |
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