-12.8%
EW vs FTI
+771.0%
-783.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | +12.3% | -4.3% | +16.6% | +12.6% |
| 30D | +22.9% | -8.0% | +30.9% | +23.6% |
| 3M | +16.7% | -8.0% | +24.8% | +17.2% |
| 6M | +31.0% | -8.7% | +39.6% | +31.3% |
| YTD | +22.8% | +43.9% | -21.1% | +17.5% |
| 1Y | +25.6% | +49.8% | -24.2% | +19.6% |
| 3Y | +62.0% | +211.7% | -149.7% | +40.6% |
| 5Y | -12.8% | +781.6% | -794.3% | -36.8% |
| All | -12.8% | +771.0% | -783.7% | -36.8% |
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