+248.0%
FTI vs ACWI
+330.0%
-81.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.2% | +3.2% |
| 7D | -7.6% | -2.4% | -5.3% | -4.7% |
| 30D | -7.1% | -5.2% | -1.9% | -0.4% |
| 3M | -8.7% | -4.8% | -3.9% | -2.7% |
| 6M | -14.0% | -1.3% | -12.7% | -13.5% |
| YTD | +42.8% | +8.4% | +34.5% | +25.2% |
| 1Y | +50.4% | +11.0% | +39.3% | +27.3% |
| 3Y | +194.1% | +70.6% | +123.6% | +38.3% |
| 5Y | +775.2% | +55.3% | +719.9% | +364.3% |
| 10Y | +189.2% | +223.2% | -34.0% | -38.2% |
| All | +248.0% | +330.0% | -81.9% | -48.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling