+49.4%
FE vs FTI
+295.6%
-246.2%
-14.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | +1.9% | +5.3% | -3.3% | +1.9% |
| 30D | -1.2% | +15.3% | -16.5% | -1.3% |
| 3M | +3.5% | +15.8% | -12.3% | +3.3% |
| 6M | -6.1% | +22.6% | -28.6% | -6.3% |
| YTD | +7.6% | +79.5% | -71.9% | +6.7% |
| 1Y | +11.9% | +102.0% | -90.1% | +10.9% |
| All | +49.4% | +295.6% | -246.2% | +43.9% |
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 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