+120.9%
FE vs FTI
+178.7%
-57.8%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | -0.1% |
| 7D | -0.5% | -3.3% | +2.8% | -0.2% |
| 30D | +4.3% | -7.2% | +11.5% | +5.0% |
| 3M | +0.4% | -12.9% | +13.3% | +1.6% |
| 6M | +6.9% | -7.9% | +14.8% | +7.4% |
| YTD | +8.0% | +45.2% | -37.2% | +3.3% |
| 1Y | +4.8% | +48.1% | -43.2% | 0.0% |
| 3Y | +49.0% | +205.0% | -156.0% | +29.0% |
| 5Y | +46.2% | +838.8% | -792.6% | +7.6% |
| 10Y | +120.9% | +174.8% | -53.9% | +51.1% |
| All | +120.9% | +178.7% | -57.8% | +51.1% |
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