+178.4%
FTI vs ACWI
+225.4%
-47.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.1% |
| 7D | +5.4% | +2.7% | +2.7% | +1.5% |
| 30D | -8.2% | -2.6% | -5.6% | -5.1% |
| 3M | -13.7% | -3.2% | -10.5% | -10.2% |
| 6M | -11.2% | +1.9% | -13.1% | -14.6% |
| YTD | +46.0% | +11.3% | +34.6% | +22.6% |
| 1Y | +51.8% | +11.7% | +40.1% | +26.7% |
| 3Y | +206.7% | +74.4% | +132.3% | +34.2% |
| 5Y | +862.0% | +59.5% | +802.5% | +381.5% |
| All | +178.4% | +225.4% | -47.0% | -46.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 10y: compounded portfolio wealth divided by compounded ACWI 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…
10y analysis · Full analysis span regression · 6 months rolling