+10.8%
EW vs FTI
+89.8%
-79.0%
-13.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +0.8% |
| 7D | -3.4% | -5.6% | +2.3% | -3.0% |
| 30D | -7.4% | +0.4% | -7.8% | -7.4% |
| 3M | +0.9% | +8.1% | -7.2% | +0.5% |
| 6M | +1.2% | +16.7% | -15.5% | -1.4% |
| YTD | +1.8% | +70.0% | -68.2% | -5.6% |
| 1Y | +10.8% | +85.4% | -74.6% | +0.3% |
| All | +10.8% | +89.8% | -79.0% | +0.3% |
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 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