+54.6%
FTI vs EME
-3.1%
+57.7%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -9.6% | +6.3% | -2.2% |
| 7D | -9.7% | -5.8% | -3.9% | -9.0% |
| 30D | -8.2% | -17.9% | +9.7% | -6.1% |
| 3M | -7.8% | -22.0% | +14.2% | -5.2% |
| 6M | -13.4% | -29.7% | +16.3% | -7.4% |
| YTD | +45.1% | +4.7% | +40.3% | +40.3% |
| 1Y | +54.6% | -2.1% | +56.7% | +52.0% |
| All | +54.6% | -3.1% | +57.7% | +52.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling