+883.3%
FTI vs ACWI
+58.7%
+824.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.3% | +2.3% |
| 7D | +4.3% | +2.4% | +1.9% | +1.7% |
| 30D | -4.7% | -1.7% | -3.0% | -3.2% |
| 3M | -13.5% | -3.9% | -9.6% | -10.1% |
| 6M | -8.7% | +0.8% | -9.5% | -10.2% |
| YTD | +49.0% | +11.0% | +38.0% | +31.1% |
| 1Y | +54.0% | +13.1% | +40.9% | +32.7% |
| 3Y | +211.6% | +73.9% | +137.7% | +69.6% |
| All | +883.3% | +58.7% | +824.6% | +530.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling