+184.1%
FTI vs EL
+62.2%
+121.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.1% | +0.9% | +1.8% |
| 7D | +4.3% | +1.5% | +2.8% | +3.9% |
| 30D | -4.7% | +10.0% | -14.7% | -7.3% |
| 3M | -13.5% | +28.4% | -41.9% | -20.0% |
| 6M | -8.7% | +37.1% | -45.8% | -18.0% |
| YTD | +49.0% | +7.8% | +41.2% | +40.9% |
| 1Y | +54.0% | +26.0% | +28.0% | +38.0% |
| 3Y | +211.6% | +3.8% | +207.8% | +170.7% |
| 5Y | +881.9% | -65.2% | +947.1% | +1,271.5% |
| All | +184.1% | +62.2% | +121.9% | +105.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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