+54.6%
FTI vs EFV
+25.8%
+28.8%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.1% | -6.5% | -4.4% |
| 7D | -9.7% | +2.9% | -12.5% | -10.6% |
| 30D | -8.2% | +3.6% | -11.8% | -9.3% |
| 3M | -7.8% | -0.1% | -7.7% | -7.6% |
| 6M | -13.4% | +9.6% | -23.0% | -17.1% |
| YTD | +45.1% | +17.0% | +28.1% | +29.8% |
| 1Y | +54.6% | +25.7% | +28.9% | +34.2% |
| All | +54.6% | +25.8% | +28.8% | +34.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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