+1,072.7%
FTI vs EFV
+94.1%
+978.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.3% | -2.6% | -2.6% |
| 7D | -5.6% | -2.0% | -3.6% | -3.6% |
| 30D | +0.4% | -0.2% | +0.6% | +0.6% |
| 3M | +8.1% | +9.1% | -1.0% | -1.9% |
| 6M | +16.7% | +11.7% | +5.0% | +2.4% |
| YTD | +70.0% | +17.0% | +52.9% | +41.2% |
| 1Y | +85.4% | +26.7% | +58.7% | +40.5% |
| 3Y | +265.9% | +90.2% | +175.8% | +69.5% |
| 5Y | +1,072.7% | +96.1% | +976.6% | +444.5% |
| All | +1,072.7% | +94.1% | +978.7% | +444.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling