+2,159.9%
FTI vs EAT
+2,039.1%
+120.9%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +5.3% | 0.0% | +5.3% | +5.2% |
| 30D | +15.3% | +1.9% | +13.5% | +14.3% |
| 3M | +15.8% | +68.7% | -52.9% | -0.9% |
| 6M | +22.6% | +66.9% | -44.3% | +3.5% |
| YTD | +79.5% | +60.4% | +19.1% | +52.8% |
| 1Y | +102.0% | +44.0% | +58.0% | +74.8% |
| 3Y | +315.8% | +604.7% | -288.9% | +112.4% |
| 5Y | +1,129.5% | +347.0% | +782.5% | +569.7% |
| 10Y | +320.9% | +390.8% | -69.8% | +86.0% |
| All | +2,159.9% | +2,039.1% | +120.9% | +401.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling