+296.3%
FTI vs ELF
+299.0%
-2.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.3% | +1.5% | -2.1% |
| 7D | -5.6% | -10.8% | +5.2% | -3.7% |
| 30D | +0.4% | +0.8% | -0.4% | +0.1% |
| 3M | +8.1% | +64.8% | -56.6% | -2.4% |
| 6M | +16.7% | +19.0% | -2.3% | +11.0% |
| YTD | +70.0% | +25.9% | +44.0% | +58.5% |
| 1Y | +85.4% | -28.8% | +114.2% | +89.0% |
| 3Y | +265.9% | -29.6% | +295.5% | +237.6% |
| 5Y | +1,072.7% | +216.2% | +856.5% | +572.2% |
| All | +296.3% | +299.0% | -2.7% | +80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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