+175.5%
EXE vs FTI
+925.8%
-750.3%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.1% | +1.2% |
| 7D | -2.2% | -5.6% | +3.4% | -0.3% |
| 30D | -0.8% | +0.4% | -1.2% | -1.1% |
| 3M | +10.0% | +8.1% | +1.9% | +6.7% |
| 6M | -6.3% | +16.7% | -23.0% | -11.8% |
| YTD | -10.7% | +70.0% | -80.6% | -26.4% |
| 1Y | +2.7% | +85.4% | -82.8% | -18.1% |
| 3Y | +19.1% | +265.9% | -246.8% | -28.4% |
| 5Y | +105.4% | +1,072.7% | -967.3% | -23.9% |
| All | +175.5% | +925.8% | -750.3% | +5.4% |
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