+109.2%
FE vs FTI
+304.2%
-195.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | -0.5% |
| 7D | +0.6% | -0.2% | +0.8% | +0.6% |
| 30D | -2.1% | +12.3% | -14.5% | -3.3% |
| 3M | +2.6% | +13.8% | -11.1% | +1.1% |
| 6M | -6.8% | +24.3% | -31.1% | -9.1% |
| YTD | +6.9% | +75.8% | -68.9% | +0.4% |
| 1Y | +11.6% | +99.6% | -88.1% | +3.3% |
| 3Y | +47.7% | +278.4% | -230.7% | +25.4% |
| 5Y | +46.2% | +1,168.7% | -1,122.5% | +4.2% |
| 10Y | +109.2% | +297.5% | -188.3% | +35.9% |
| All | +109.2% | +304.2% | -195.1% | +35.9% |
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