+357.0%
FE vs FTI
+2,165.1%
-1,808.1%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | +1.9% | +5.3% | -3.3% | +1.1% |
| 30D | -1.2% | +15.3% | -16.5% | -3.4% |
| 3M | +3.5% | +15.8% | -12.3% | +0.9% |
| 6M | -6.1% | +22.6% | -28.6% | -9.5% |
| YTD | +7.6% | +79.5% | -71.9% | -2.5% |
| 1Y | +11.9% | +102.0% | -90.1% | -0.7% |
| 3Y | +48.4% | +315.8% | -267.4% | +14.1% |
| 5Y | +44.8% | +1,129.5% | -1,084.7% | -11.2% |
| 10Y | +115.9% | +320.9% | -205.1% | +41.1% |
| All | +357.0% | +2,165.1% | -1,808.1% | +85.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling