+124.0%
EW vs FTI
+301.2%
-177.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.1% |
| 7D | -3.4% | -5.6% | +2.3% | -2.5% |
| 30D | -7.4% | +0.4% | -7.8% | -7.5% |
| 3M | +0.9% | +8.1% | -7.2% | -0.5% |
| 6M | +1.2% | +16.7% | -15.5% | -1.6% |
| YTD | +1.8% | +70.0% | -68.2% | -6.4% |
| 1Y | +10.8% | +85.4% | -74.6% | +0.4% |
| 3Y | +17.1% | +265.9% | -248.8% | -6.7% |
| 5Y | -28.2% | +1,072.7% | -1,101.0% | -55.0% |
| All | +124.0% | +301.2% | -177.2% | +46.3% |
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