+2,159.9%
FTI vs EL
+582.2%
+1,577.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.0% | -3.3% | -1.4% |
| 7D | +5.3% | +0.8% | +4.5% | +4.9% |
| 30D | +15.3% | +19.8% | -4.5% | +7.1% |
| 3M | +15.8% | +25.7% | -9.9% | +5.0% |
| 6M | +22.6% | +5.4% | +17.1% | +16.3% |
| YTD | +79.5% | +0.2% | +79.3% | +70.9% |
| 1Y | +102.0% | +20.4% | +81.6% | +76.8% |
| 3Y | +315.8% | -32.1% | +348.0% | +314.2% |
| 5Y | +1,129.5% | -67.2% | +1,196.7% | +1,525.8% |
| 10Y | +320.9% | +31.7% | +289.2% | +186.7% |
| All | +2,159.9% | +582.2% | +1,577.7% | +576.7% |
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