+270.5%
FTI vs EFV
+90.2%
+180.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.1% |
| 7D | -4.4% | -0.8% | -3.6% | -3.8% |
| 30D | +1.5% | +0.6% | +0.8% | +1.0% |
| 3M | +8.2% | +7.5% | +0.7% | +1.6% |
| 6M | +18.8% | +13.0% | +5.8% | +6.3% |
| YTD | +71.7% | +18.3% | +53.4% | +46.8% |
| 1Y | +90.0% | +26.7% | +63.3% | +52.2% |
| 3Y | +270.5% | +89.6% | +180.9% | +114.6% |
| All | +270.5% | +90.2% | +180.3% | +114.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling