+352.9%
FTI vs EMB
+132.1%
+220.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +5.3% | 0.0% | +5.3% | +5.3% |
| 30D | +15.3% | -0.3% | +15.6% | +15.6% |
| 3M | +15.8% | -0.4% | +16.2% | +16.0% |
| 6M | +22.6% | +0.1% | +22.5% | +22.0% |
| YTD | +79.5% | +1.6% | +78.0% | +75.7% |
| 1Y | +102.0% | +5.6% | +96.4% | +88.9% |
| 3Y | +315.8% | +29.8% | +286.0% | +208.7% |
| 5Y | +1,129.5% | +7.3% | +1,122.2% | +1,037.3% |
| 10Y | +320.9% | +30.4% | +290.5% | +235.0% |
| All | +352.9% | +132.1% | +220.7% | +147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling