+297.5%
FTI vs ACWI
+226.0%
+71.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.5% | -1.6% | -1.5% |
| 7D | -0.2% | +1.1% | -1.3% | -1.6% |
| 30D | +12.3% | -0.2% | +12.5% | +12.6% |
| 3M | +13.8% | +4.7% | +9.1% | +5.9% |
| 6M | +24.3% | +14.5% | +9.8% | +0.9% |
| YTD | +75.8% | +14.6% | +61.2% | +42.5% |
| 1Y | +99.6% | +21.4% | +78.2% | +48.3% |
| 3Y | +278.4% | +77.6% | +200.8% | +62.2% |
| 5Y | +1,168.7% | +68.1% | +1,100.6% | +491.9% |
| 10Y | +297.5% | +226.1% | +71.4% | -20.4% |
| All | +297.5% | +226.0% | +71.6% | -20.4% |
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