+178.4%
FTI vs ESI
+321.1%
-142.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.3% |
| 7D | +5.4% | +8.3% | -2.9% | +1.3% |
| 30D | -8.2% | -10.4% | +2.2% | -3.6% |
| 3M | -13.7% | -13.2% | -0.5% | -8.6% |
| 6M | -11.2% | -23.9% | +12.7% | -1.7% |
| YTD | +46.0% | +34.2% | +11.8% | +17.9% |
| 1Y | +51.8% | +22.2% | +29.6% | +28.1% |
| 3Y | +206.7% | +79.2% | +127.5% | +101.5% |
| 5Y | +862.0% | +38.1% | +823.9% | +604.6% |
| All | +178.4% | +321.1% | -142.7% | +4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 10y: compounded portfolio wealth divided by compounded ESI 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…
10y analysis · Full analysis span regression · 6 months rolling