+54.0%
FTI vs ES
+2.1%
+51.9%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.8% | +1.2% | +2.2% |
| 7D | +4.3% | +2.7% | +1.6% | +4.7% |
| 30D | -4.7% | +7.6% | -12.3% | -3.8% |
| 3M | -13.5% | +0.5% | -14.0% | -13.0% |
| 6M | -8.7% | +7.6% | -16.3% | -8.4% |
| YTD | +49.0% | +10.2% | +38.8% | +48.9% |
| 1Y | +54.0% | +1.8% | +52.2% | +54.1% |
| All | +54.0% | +2.1% | +51.9% | +54.1% |
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