+184.1%
FTI vs ED
+147.1%
+37.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.9% |
| 7D | +4.3% | +2.1% | +2.3% | +4.0% |
| 30D | -4.7% | +10.4% | -15.1% | -6.2% |
| 3M | -13.5% | +12.5% | -26.1% | -15.2% |
| 6M | -8.7% | +14.9% | -23.6% | -10.8% |
| YTD | +49.0% | +24.8% | +24.2% | +43.2% |
| 1Y | +54.0% | +23.8% | +30.2% | +48.2% |
| 3Y | +211.6% | +51.6% | +160.0% | +182.8% |
| 5Y | +881.9% | +86.4% | +795.4% | +747.3% |
| All | +184.1% | +147.1% | +37.0% | +151.8% |
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