+1,711.0%
FTI vs ES
+760.7%
+950.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.5% | +1.2% | +1.0% |
| 7D | -4.3% | -0.1% | -4.2% | -4.5% |
| 30D | -8.0% | +5.7% | -13.8% | -10.8% |
| 3M | -8.0% | -2.8% | -5.2% | -7.4% |
| 6M | -8.7% | +7.0% | -15.6% | -12.5% |
| YTD | +43.9% | +6.8% | +37.1% | +37.0% |
| 1Y | +49.8% | -0.5% | +50.3% | +46.4% |
| 3Y | +211.7% | +47.2% | +164.5% | +141.9% |
| 5Y | +781.6% | +2.3% | +779.3% | +706.5% |
| 10Y | +180.2% | +85.6% | +94.5% | +63.0% |
| All | +1,711.0% | +760.7% | +950.3% | +245.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling