+153.4%
EXE vs FTI
+799.3%
-645.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.1% |
| 7D | +5.3% | +4.3% | +1.0% | +3.9% |
| 30D | -2.2% | -4.7% | +2.5% | -0.8% |
| 3M | -5.9% | -13.5% | +7.6% | -1.6% |
| 6M | -5.7% | -8.7% | +3.0% | -3.6% |
| YTD | -17.8% | +49.0% | -66.8% | -29.4% |
| 1Y | -23.1% | +54.0% | -77.2% | -34.7% |
| 3Y | +21.2% | +211.6% | -190.4% | -23.0% |
| 5Y | +78.8% | +881.9% | -803.1% | -30.4% |
| All | +153.4% | +799.3% | -645.9% | +1.0% |
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 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