+18.1%
EW vs FTI
+57.1%
-39.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -3.4% | +7.7% | +4.1% |
| 7D | +8.3% | -9.7% | +17.9% | +7.7% |
| 30D | +13.9% | -8.2% | +22.1% | +13.4% |
| 3M | +10.9% | -7.8% | +18.7% | +10.2% |
| 6M | +19.2% | -13.4% | +32.7% | +19.3% |
| YTD | +16.6% | +45.1% | -28.5% | +12.0% |
| 1Y | +18.1% | +54.6% | -36.5% | +10.9% |
| All | +18.1% | +57.1% | -39.0% | +10.9% |
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