+54.6%
FTI vs ED
+27.1%
+27.5%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.0% | -6.3% | -2.6% |
| 7D | -9.7% | +5.4% | -15.1% | -8.5% |
| 30D | -8.2% | +16.4% | -24.6% | -5.6% |
| 3M | -7.8% | +11.9% | -19.7% | -5.8% |
| 6M | -13.4% | +11.6% | -25.0% | -11.3% |
| YTD | +45.1% | +24.1% | +20.9% | +51.9% |
| 1Y | +54.6% | +26.9% | +27.7% | +63.1% |
| All | +54.6% | +27.1% | +27.5% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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