+1,157.0%
FTI vs EAT
+310.8%
+846.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.2% | +2.8% | 0.0% |
| 7D | -2.3% | -6.8% | +4.5% | -1.5% |
| 30D | +5.0% | -5.4% | +10.4% | +5.6% |
| 3M | +13.8% | +42.8% | -28.9% | +8.1% |
| 6M | +22.9% | +56.5% | -33.6% | +14.4% |
| YTD | +75.0% | +50.0% | +25.0% | +63.6% |
| 1Y | +96.9% | +38.3% | +58.6% | +85.6% |
| 3Y | +276.7% | +591.6% | -314.9% | +169.9% |
| 5Y | +1,157.0% | +312.6% | +844.4% | +818.0% |
| All | +1,157.0% | +310.8% | +846.2% | +818.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling