+277.6%
FTI vs ESI
+81.4%
+196.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | -0.1% |
| 7D | -2.3% | +3.9% | -6.3% | -3.6% |
| 30D | +5.0% | -3.8% | +8.8% | +6.3% |
| 3M | +13.8% | -13.1% | +27.0% | +18.1% |
| 6M | +22.9% | +11.3% | +11.6% | +14.4% |
| YTD | +75.0% | +44.1% | +30.9% | +45.2% |
| 1Y | +96.9% | +40.3% | +56.5% | +63.7% |
| All | +277.6% | +81.4% | +196.3% | +153.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling