+196.7%
EXC vs FTI
+189.4%
+7.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +1.1% |
| 7D | +1.4% | +4.3% | -2.9% | +0.9% |
| 30D | +8.6% | -4.7% | +13.2% | +9.0% |
| 3M | +2.4% | -13.5% | +15.9% | +4.0% |
| 6M | +6.5% | -8.7% | +15.2% | +7.2% |
| YTD | +9.0% | +49.0% | -40.0% | +2.8% |
| 1Y | +4.6% | +54.0% | -49.4% | -1.9% |
| 3Y | +33.5% | +211.6% | -178.1% | +11.2% |
| 5Y | +41.4% | +881.9% | -840.5% | -4.9% |
| All | +196.7% | +189.4% | +7.3% | +80.5% |
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