-29.4%
EW vs FTI
+1,110.9%
-1,140.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.4% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | -3.3% | +12.3% | -15.7% | -4.3% |
| 3M | +1.0% | +13.8% | -12.7% | -0.3% |
| 6M | +6.2% | +24.3% | -18.1% | +3.8% |
| YTD | +1.7% | +75.8% | -74.0% | -3.6% |
| 1Y | +8.1% | +99.6% | -91.5% | +1.1% |
| 3Y | +17.1% | +278.4% | -261.3% | +1.6% |
| 5Y | -29.4% | +1,168.7% | -1,198.0% | -49.0% |
| All | -29.4% | +1,110.9% | -1,140.3% | -49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling