+54.0%
FTI vs EAT
+75.7%
-21.7%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.1% |
| 7D | +4.3% | -4.0% | +8.3% | +4.2% |
| 30D | -4.7% | -2.9% | -1.8% | -4.6% |
| 3M | -13.5% | -16.9% | +3.4% | -13.8% |
| 6M | -8.7% | +57.0% | -65.7% | -9.1% |
| YTD | +49.0% | +38.2% | +10.8% | +49.1% |
| 1Y | +54.0% | +69.3% | -15.3% | +57.0% |
| All | +54.0% | +75.7% | -21.7% | +57.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling