+2,102.5%
FTI vs EME
+7,982.1%
-5,879.7%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.4% | +2.0% | +0.8% |
| 7D | -2.3% | +2.7% | -5.1% | -3.8% |
| 30D | +5.0% | -6.8% | +11.8% | +8.7% |
| 3M | +13.8% | -8.8% | +22.7% | +16.0% |
| 6M | +22.9% | +5.0% | +17.9% | +14.8% |
| YTD | +75.0% | +23.5% | +51.5% | +48.5% |
| 1Y | +96.9% | +21.3% | +75.6% | +63.7% |
| 3Y | +276.7% | +241.1% | +35.7% | +66.0% |
| 5Y | +1,157.0% | +549.2% | +607.9% | +278.3% |
| 10Y | +310.7% | +1,306.4% | -995.7% | -18.4% |
| All | +2,102.5% | +7,982.1% | -5,879.7% | +108.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling