+277.6%
FTI vs EL
-32.9%
+310.5%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.9% | +2.4% | -0.3% |
| 7D | -2.3% | -2.4% | 0.0% | -2.2% |
| 30D | +5.0% | +13.7% | -8.6% | +4.1% |
| 3M | +13.8% | +14.5% | -0.6% | +12.7% |
| 6M | +22.9% | +7.4% | +15.5% | +22.3% |
| YTD | +75.0% | -4.7% | +79.7% | +75.6% |
| 1Y | +96.9% | +12.9% | +83.9% | +93.4% |
| All | +277.6% | -32.9% | +310.5% | +238.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling