+318.7%
FTI vs ELF
+357.0%
-38.3%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | +5.3% | +5.4% | -0.1% | +4.3% |
| 30D | +15.3% | +27.0% | -11.6% | +10.1% |
| 3M | +15.8% | +113.2% | -97.4% | -0.4% |
| 6M | +22.6% | +36.6% | -14.0% | +13.7% |
| YTD | +79.5% | +44.2% | +35.3% | +63.4% |
| 1Y | +102.0% | -18.0% | +120.0% | +100.7% |
| 3Y | +315.8% | -19.9% | +335.8% | +274.9% |
| 5Y | +1,129.5% | +257.7% | +871.8% | +590.6% |
| All | +318.7% | +357.0% | -38.3% | +86.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling