+180.2%
FTI vs ACWI
+226.8%
-46.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.6% | -1.9% | -2.9% |
| 7D | -4.3% | +0.3% | -4.6% | -4.9% |
| 30D | -8.0% | -2.8% | -5.2% | -4.6% |
| 3M | -8.0% | -3.2% | -4.9% | -4.3% |
| 6M | -8.7% | +1.3% | -10.0% | -11.5% |
| YTD | +43.9% | +11.2% | +32.7% | +21.0% |
| 1Y | +49.8% | +13.8% | +36.0% | +21.7% |
| 3Y | +211.7% | +76.2% | +135.5% | +34.4% |
| 5Y | +781.6% | +59.5% | +722.1% | +341.3% |
| 10Y | +180.2% | +222.2% | -42.0% | -45.9% |
| All | +180.2% | +226.8% | -46.7% | -45.9% |
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