+2,112.4%
FTI vs EFX
+935.1%
+1,177.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -3.1% | +1.0% | -0.7% |
| 7D | -0.2% | -7.8% | +7.6% | +3.5% |
| 30D | +12.3% | -5.7% | +18.1% | +14.8% |
| 3M | +13.8% | +2.5% | +11.2% | +9.8% |
| 6M | +24.3% | -16.7% | +41.0% | +30.8% |
| YTD | +75.8% | -20.2% | +96.0% | +86.3% |
| 1Y | +99.6% | -31.4% | +131.0% | +126.5% |
| 3Y | +278.4% | -10.5% | +288.9% | +254.7% |
| 5Y | +1,168.7% | -35.2% | +1,203.9% | +1,248.2% |
| 10Y | +297.5% | +40.2% | +257.4% | +149.9% |
| All | +2,112.4% | +935.1% | +1,177.3% | +339.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling