+85.4%
FTI vs EAT
+38.2%
+47.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.9% |
| 7D | -5.6% | -6.2% | +0.6% | -5.9% |
| 30D | +0.4% | -3.0% | +3.4% | +0.3% |
| 3M | +8.1% | +45.6% | -37.5% | +9.5% |
| 6M | +16.7% | +53.5% | -36.8% | +18.1% |
| YTD | +70.0% | +49.6% | +20.4% | +73.2% |
| 1Y | +85.4% | +38.9% | +46.5% | +85.6% |
| All | +85.4% | +38.2% | +47.3% | +85.6% |
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