+4,417.6%
EW vs FTI
+2,165.1%
+2,252.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -0.3% | +5.3% | -5.6% | -1.1% |
| 30D | +1.0% | +15.3% | -14.3% | -1.2% |
| 3M | +2.8% | +15.8% | -13.0% | +0.1% |
| 6M | +5.5% | +22.6% | -17.1% | +1.6% |
| YTD | +5.5% | +79.5% | -74.1% | -4.4% |
| 1Y | +11.0% | +102.0% | -91.0% | -1.4% |
| 3Y | +17.7% | +315.8% | -298.1% | -9.3% |
| 5Y | -25.7% | +1,129.5% | -1,155.2% | -54.1% |
| 10Y | +132.8% | +320.9% | -188.1% | +54.4% |
| All | +4,417.6% | +2,165.1% | +2,252.5% | +1,973.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling