-23.1%
EXE vs FTI
+54.7%
-77.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.1% | -1.2% | +0.3% |
| 7D | +5.3% | +4.3% | +1.0% | +4.3% |
| 30D | -2.2% | -4.7% | +2.5% | -1.2% |
| 3M | -5.9% | -13.5% | +7.6% | -3.0% |
| 6M | -5.7% | -8.7% | +3.0% | -4.3% |
| YTD | -17.8% | +49.0% | -66.8% | -29.1% |
| 1Y | -23.1% | +54.0% | -77.2% | -35.4% |
| All | -23.1% | +54.7% | -77.8% | -35.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling