+248.8%
EW vs FTI
+180.1%
+68.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.6% |
| 7D | +6.5% | +1.4% | +5.1% | +6.3% |
| 30D | +22.5% | -6.3% | +28.7% | +23.3% |
| 3M | +13.0% | -13.1% | +26.1% | +14.8% |
| 6M | +37.1% | -8.0% | +45.1% | +37.8% |
| YTD | +24.1% | +47.1% | -22.9% | +16.2% |
| 1Y | +24.2% | +50.7% | -26.4% | +15.8% |
| 3Y | +64.8% | +209.0% | -144.2% | +34.7% |
| 5Y | -7.4% | +847.0% | -854.4% | -39.7% |
| 10Y | +248.8% | +184.3% | +64.5% | +139.5% |
| All | +248.8% | +180.1% | +68.7% | +139.5% |
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