+291.9%
FTI vs EL
+25.3%
+266.6%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.3% | -0.5% | -2.2% |
| 7D | -5.6% | -4.4% | -1.3% | -4.5% |
| 30D | +0.4% | +10.3% | -9.9% | -2.8% |
| 3M | +8.1% | +13.4% | -5.2% | +3.4% |
| 6M | +16.7% | +3.1% | +13.6% | +13.2% |
| YTD | +70.0% | -6.9% | +76.9% | +67.9% |
| 1Y | +85.4% | +11.9% | +73.5% | +71.0% |
| 3Y | +265.9% | -33.8% | +299.7% | +274.0% |
| 5Y | +1,072.7% | -69.0% | +1,141.7% | +1,558.9% |
| All | +291.9% | +25.3% | +266.6% | +215.6% |
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