+20.3%
EXE vs FTI
+274.9%
-254.7%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.4% | -1.2% | -1.5% |
| 7D | -2.7% | -2.3% | -0.4% | -2.1% |
| 30D | -0.4% | +5.0% | -5.4% | -1.7% |
| 3M | +9.5% | +13.8% | -4.4% | +5.6% |
| 6M | -9.3% | +22.9% | -32.2% | -14.5% |
| YTD | -10.9% | +75.0% | -85.9% | -23.9% |
| 1Y | +4.3% | +96.9% | -92.6% | -13.8% |
| All | +20.3% | +274.9% | -254.7% | -19.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling