+883.3%
FTI vs EMB
+7.3%
+876.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.2% | +2.3% | +2.2% |
| 7D | +4.3% | -0.9% | +5.2% | +5.1% |
| 30D | -4.7% | +0.4% | -5.0% | -5.0% |
| 3M | -13.5% | -3.1% | -10.4% | -11.4% |
| 6M | -8.7% | -2.1% | -6.7% | -7.4% |
| YTD | +49.0% | -1.1% | +50.1% | +49.7% |
| 1Y | +54.0% | -0.1% | +54.1% | +53.3% |
| 3Y | +211.6% | +29.6% | +182.0% | +155.6% |
| All | +883.3% | +7.3% | +876.0% | +698.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling