+211.6%
FTI vs EAT
+476.7%
-265.1%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +2.0% |
| 7D | +4.3% | -4.0% | +8.3% | +4.6% |
| 30D | -4.7% | -2.9% | -1.8% | -4.6% |
| 3M | -13.5% | -16.9% | +3.4% | -12.5% |
| 6M | -8.7% | +57.0% | -65.7% | -13.4% |
| YTD | +49.0% | +38.2% | +10.8% | +42.4% |
| 1Y | +54.0% | +69.3% | -15.3% | +43.2% |
| 3Y | +211.6% | +483.0% | -271.4% | +207.3% |
| All | +211.6% | +476.7% | -265.1% | +207.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling