+279.3%
FTI vs EAT
+610.8%
-331.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.4% | +1.3% | -1.8% |
| 7D | -0.2% | -4.9% | +4.7% | +0.2% |
| 30D | +12.3% | -1.2% | +13.5% | +12.3% |
| 3M | +13.8% | +52.2% | -38.5% | +9.3% |
| 6M | +24.3% | +65.0% | -40.8% | +17.7% |
| YTD | +75.8% | +55.0% | +20.7% | +67.5% |
| 1Y | +99.6% | +42.1% | +57.6% | +92.5% |
| All | +279.3% | +610.8% | -331.5% | +271.0% |
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 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