+1,168.7%
FTI vs ES
-2.9%
+1,171.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.6% | -2.7% | -2.2% |
| 7D | -0.2% | +1.4% | -1.6% | -0.4% |
| 30D | +12.3% | -1.2% | +13.5% | +12.5% |
| 3M | +13.8% | +5.0% | +8.8% | +12.7% |
| 6M | +24.3% | -2.8% | +27.1% | +24.5% |
| YTD | +75.8% | +8.6% | +67.2% | +72.5% |
| 1Y | +99.6% | +18.9% | +80.7% | +91.6% |
| 3Y | +278.4% | +32.1% | +246.3% | +253.1% |
| 5Y | +1,168.7% | -5.1% | +1,173.8% | +1,143.7% |
| All | +1,168.7% | -2.9% | +1,171.6% | +1,143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling