+64.9%
FTI vs ESI
+200.4%
-135.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.1% | +1.4% | +0.1% |
| 7D | +5.4% | +8.3% | -2.9% | +2.1% |
| 30D | -8.2% | -10.4% | +2.2% | -4.4% |
| 3M | -13.7% | -13.2% | -0.5% | -9.5% |
| 6M | -11.2% | -23.9% | +12.7% | -3.3% |
| YTD | +46.0% | +34.2% | +11.8% | +24.1% |
| 1Y | +51.8% | +22.2% | +29.6% | +33.6% |
| 3Y | +206.7% | +79.2% | +127.5% | +124.5% |
| 5Y | +862.0% | +38.1% | +823.9% | +663.8% |
| 10Y | +182.3% | +323.6% | -141.3% | +42.2% |
| All | +64.9% | +200.4% | -135.4% | -4.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling