+4.7%
FE vs FTI
+47.5%
-42.8%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.4% |
| 7D | 0.0% | -7.6% | +7.6% | -0.1% |
| 30D | +5.2% | -7.1% | +12.3% | +5.1% |
| 3M | 0.0% | -8.7% | +8.7% | -0.1% |
| 6M | +5.0% | -14.0% | +19.0% | +5.3% |
| YTD | +7.9% | +42.8% | -35.0% | +5.1% |
| All | +4.7% | +47.5% | -42.8% | +2.9% |
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 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