+303.4%
FTI vs EMB
+31.5%
+271.9%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.1% |
| 7D | -2.3% | 0.0% | -2.4% | -2.4% |
| 30D | +5.0% | -0.3% | +5.3% | +5.4% |
| 3M | +13.8% | -0.3% | +14.1% | +13.9% |
| 6M | +22.9% | +0.7% | +22.1% | +20.7% |
| YTD | +75.0% | +1.3% | +73.7% | +70.7% |
| 1Y | +96.9% | +4.7% | +92.2% | +82.1% |
| 3Y | +276.7% | +30.1% | +246.6% | +148.7% |
| 5Y | +1,157.0% | +6.9% | +1,150.2% | +1,115.9% |
| All | +303.4% | +31.5% | +271.9% | +222.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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