+1,157.0%
FTI vs ESI
+74.4%
+1,082.6%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.2% | +0.7% | 0.0% |
| 7D | -2.3% | +3.9% | -6.3% | -3.7% |
| 30D | +5.0% | -3.8% | +8.8% | +6.3% |
| 3M | +13.8% | -13.1% | +27.0% | +18.3% |
| 6M | +22.9% | +11.3% | +11.6% | +14.4% |
| YTD | +75.0% | +44.1% | +30.9% | +45.6% |
| 1Y | +96.9% | +40.3% | +56.5% | +64.2% |
| 3Y | +276.7% | +84.1% | +192.7% | +170.9% |
| 5Y | +1,157.0% | +75.8% | +1,081.2% | +770.0% |
| All | +1,157.0% | +74.4% | +1,082.6% | +770.0% |
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