+1,698.0%
FTI vs ES
+765.0%
+933.0%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.9% | +6.0% | +4.5% |
| 7D | -7.6% | +1.9% | -9.5% | -8.6% |
| 30D | -7.1% | +7.1% | -14.2% | -10.4% |
| 3M | -8.7% | -1.9% | -6.8% | -8.5% |
| 6M | -14.0% | +4.4% | -18.3% | -16.6% |
| YTD | +42.8% | +7.3% | +35.5% | +35.7% |
| 1Y | +50.4% | +2.1% | +48.2% | +45.2% |
| 3Y | +194.1% | +41.8% | +152.3% | +132.7% |
| 5Y | +775.2% | +1.4% | +773.8% | +704.3% |
| 10Y | +189.2% | +86.8% | +102.4% | +67.5% |
| All | +1,698.0% | +765.0% | +933.0% | +242.4% |
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