+295.8%
FTI vs ESI
+312.8%
-17.0%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -4.4% | -4.6% | +0.3% | -2.2% |
| 30D | +1.5% | -10.5% | +12.0% | +6.7% |
| 3M | +8.2% | -19.8% | +28.0% | +18.5% |
| 6M | +18.8% | +5.8% | +13.0% | +11.1% |
| YTD | +71.7% | +38.3% | +33.4% | +38.8% |
| 1Y | +90.0% | +31.5% | +58.5% | +56.0% |
| 3Y | +270.5% | +80.7% | +189.8% | +147.8% |
| 5Y | +1,084.5% | +69.4% | +1,015.1% | +684.1% |
| All | +295.8% | +312.8% | -17.0% | +62.5% |
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