+295.8%
FTI vs EFX
+42.6%
+253.2%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.6% | +0.4% | +0.8% |
| 7D | -4.4% | -4.5% | +0.2% | -3.1% |
| 30D | +1.5% | -6.1% | +7.6% | +3.1% |
| 3M | +8.2% | +6.2% | +2.0% | +4.7% |
| 6M | +18.8% | -11.2% | +30.0% | +20.9% |
| YTD | +71.7% | -21.4% | +93.1% | +80.4% |
| 1Y | +90.0% | -34.3% | +124.4% | +112.2% |
| 3Y | +270.5% | -12.5% | +283.0% | +259.1% |
| 5Y | +1,084.5% | -35.6% | +1,120.1% | +1,167.6% |
| All | +295.8% | +42.6% | +253.2% | +206.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling