+184.1%
FTI vs EAT
+320.8%
-136.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +4.3% | -4.0% | +8.3% | +5.4% |
| 30D | -4.7% | -2.9% | -1.8% | -4.5% |
| 3M | -13.5% | -16.9% | +3.4% | -10.1% |
| 6M | -8.7% | +57.0% | -65.7% | -21.8% |
| YTD | +49.0% | +38.2% | +10.8% | +30.2% |
| 1Y | +54.0% | +69.3% | -15.3% | +25.9% |
| 3Y | +211.6% | +483.0% | -271.4% | +60.0% |
| 5Y | +881.9% | +364.1% | +517.7% | +399.8% |
| All | +184.1% | +320.8% | -136.7% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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