+279.3%
FTI vs EMB
+30.7%
+248.6%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.1% | -2.0% | -2.0% |
| 7D | -0.2% | +0.3% | -0.5% | -0.5% |
| 30D | +12.3% | -0.5% | +12.8% | +12.8% |
| 3M | +13.8% | +0.3% | +13.4% | +13.0% |
| 6M | +24.3% | +1.2% | +23.1% | +22.0% |
| YTD | +75.8% | +1.5% | +74.3% | +72.0% |
| 1Y | +99.6% | +4.8% | +94.8% | +86.9% |
| All | +279.3% | +30.7% | +248.6% | +196.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling