+358.2%
FE vs FTI
+1,702.1%
-1,343.9%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.1% | -3.6% | -0.9% |
| 7D | 0.0% | -7.6% | +7.6% | +1.1% |
| 30D | +5.2% | -7.1% | +12.3% | +6.2% |
| 3M | 0.0% | -8.7% | +8.7% | +1.1% |
| 6M | +5.0% | -14.0% | +19.0% | +6.9% |
| YTD | +7.9% | +42.8% | -35.0% | +1.1% |
| 1Y | +6.3% | +50.4% | -44.0% | -1.3% |
| 3Y | +46.0% | +194.1% | -148.1% | +18.6% |
| 5Y | +45.6% | +775.2% | -729.6% | -5.5% |
| 10Y | +109.3% | +189.2% | -79.9% | +45.9% |
| All | +358.2% | +1,702.1% | -1,343.9% | +92.0% |
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 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