+180.4%
FTI vs ALLE
+210.2%
-29.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +1.4% | -0.8% | +2.2% | +1.8% |
| 30D | -6.3% | +27.4% | -33.6% | -19.0% |
| 3M | -13.1% | +13.8% | -27.0% | -20.2% |
| 6M | -8.0% | +45.5% | -53.5% | -27.9% |
| YTD | +47.1% | +21.4% | +25.7% | +26.8% |
| 1Y | +50.7% | +15.4% | +35.3% | +34.0% |
| 3Y | +209.0% | +91.7% | +117.3% | +92.0% |
| 5Y | +847.0% | +54.5% | +792.5% | +558.1% |
| All | +180.4% | +210.2% | -29.8% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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