+242.9%
EW vs FTI
+176.5%
+66.4%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.9% | -1.6% | -0.8% |
| 7D | +9.3% | -3.3% | +12.5% | +9.7% |
| 30D | +22.1% | -7.2% | +29.3% | +23.1% |
| 3M | +13.0% | -12.9% | +25.9% | +14.8% |
| 6M | +30.1% | -7.9% | +37.9% | +30.7% |
| YTD | +22.0% | +45.2% | -23.2% | +14.4% |
| 1Y | +23.7% | +48.1% | -24.4% | +15.6% |
| 3Y | +62.0% | +205.0% | -143.0% | +32.6% |
| 5Y | -12.4% | +838.8% | -851.2% | -42.9% |
| All | +242.9% | +176.5% | +66.4% | +135.9% |
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 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