+1,737.6%
FTI vs EL
+625.9%
+1,111.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | +5.4% | +2.7% | +2.7% | +4.4% |
| 30D | -8.2% | +10.8% | -19.0% | -11.8% |
| 3M | -13.7% | +26.5% | -40.2% | -21.8% |
| 6M | -11.2% | +31.1% | -42.3% | -21.8% |
| YTD | +46.0% | +6.6% | +39.4% | +35.1% |
| 1Y | +51.8% | +21.8% | +30.0% | +32.8% |
| 3Y | +206.7% | +1.8% | +205.0% | +159.9% |
| 5Y | +862.0% | -65.6% | +927.6% | +1,150.8% |
| 10Y | +182.3% | +60.3% | +121.9% | +76.4% |
| All | +1,737.6% | +625.9% | +1,111.7% | +434.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling