+1,131.6%
FTI vs EFV
+256.4%
+875.2%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.3% |
| 7D | -0.2% | +1.0% | -1.2% | -1.4% |
| 30D | +12.3% | +0.2% | +12.2% | +12.0% |
| 3M | +13.8% | +9.6% | +4.1% | +1.2% |
| 6M | +24.3% | +14.0% | +10.3% | +4.4% |
| YTD | +75.8% | +18.5% | +57.3% | +40.8% |
| 1Y | +99.6% | +27.9% | +71.7% | +45.3% |
| 3Y | +278.4% | +92.4% | +186.0% | +65.0% |
| 5Y | +1,168.7% | +97.2% | +1,071.5% | +444.5% |
| 10Y | +297.5% | +163.0% | +134.5% | +40.0% |
| All | +1,131.6% | +256.4% | +875.2% | +214.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling