+46.0%
FE vs FTI
+886.2%
-840.2%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.1% | -1.0% | +0.9% |
| 7D | +1.2% | +4.3% | -3.1% | +1.0% |
| 30D | +4.5% | -4.7% | +9.2% | +4.8% |
| 3M | +1.3% | -13.5% | +14.9% | +2.2% |
| 6M | +8.7% | -8.7% | +17.4% | +9.1% |
| YTD | +9.2% | +49.0% | -39.8% | +5.8% |
| 1Y | +7.0% | +54.0% | -47.1% | +3.3% |
| 3Y | +51.4% | +211.6% | -160.2% | +35.9% |
| All | +46.0% | +886.2% | -840.2% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling