+54.6%
FTI vs EFX
-7.5%
+62.1%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +2.4% | -5.7% | -3.0% |
| 7D | -9.7% | +9.2% | -18.9% | -8.6% |
| 30D | -8.2% | +34.8% | -43.0% | -5.1% |
| 3M | -7.8% | +8.8% | -16.7% | -6.8% |
| 6M | -13.4% | +12.3% | -25.7% | -11.6% |
| YTD | +45.1% | -10.6% | +55.7% | +50.1% |
| 1Y | +54.6% | -6.7% | +61.3% | +58.1% |
| All | +54.6% | -7.5% | +62.1% | +58.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 EFX 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