+102.0%
FTI vs ES
+16.6%
+85.5%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | -0.3% |
| 7D | +5.3% | +0.3% | +5.0% | +5.3% |
| 30D | +15.3% | -2.0% | +17.3% | +15.3% |
| 3M | +15.8% | +1.7% | +14.1% | +15.6% |
| 6M | +22.6% | -3.5% | +26.1% | +22.2% |
| YTD | +79.5% | +7.9% | +71.6% | +78.3% |
| 1Y | +102.0% | +17.2% | +84.9% | +97.6% |
| All | +102.0% | +16.6% | +85.5% | +97.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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