+863.4%
FTI vs ESI
+37.5%
+825.9%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | 0.0% |
| 7D | +5.4% | +8.3% | -2.9% | +2.4% |
| 30D | -8.2% | -10.4% | +2.2% | -4.8% |
| 3M | -13.7% | -13.2% | -0.5% | -9.8% |
| 6M | -11.2% | -23.9% | +12.7% | -3.8% |
| YTD | +46.0% | +34.2% | +11.8% | +23.6% |
| 1Y | +51.8% | +22.2% | +29.6% | +33.2% |
| 3Y | +206.7% | +79.2% | +127.5% | +119.7% |
| All | +863.4% | +37.5% | +825.9% | +743.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling