+295.8%
FTI vs ED
+108.5%
+187.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.0% |
| 7D | -4.4% | -0.8% | -3.6% | -4.3% |
| 30D | +1.5% | -0.4% | +1.9% | +1.5% |
| 3M | +8.2% | +0.5% | +7.7% | +8.1% |
| 6M | +18.8% | -3.1% | +22.0% | +19.2% |
| YTD | +71.7% | +9.8% | +61.8% | +68.6% |
| 1Y | +90.0% | +12.6% | +77.5% | +85.6% |
| 3Y | +270.5% | +31.4% | +239.1% | +245.5% |
| 5Y | +1,084.5% | +69.4% | +1,015.1% | +941.3% |
| All | +295.8% | +108.5% | +187.3% | +257.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling