+102.9%
FTI vs ESI
+224.6%
-121.8%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.9% | -3.2% | -1.5% |
| 7D | +5.3% | +3.3% | +1.9% | +3.9% |
| 30D | +15.3% | -5.9% | +21.2% | +17.9% |
| 3M | +15.8% | -14.1% | +29.9% | +21.3% |
| 6M | +22.6% | +6.6% | +16.0% | +16.0% |
| YTD | +79.5% | +45.0% | +34.5% | +48.9% |
| 1Y | +102.0% | +41.5% | +60.6% | +67.8% |
| 3Y | +315.8% | +78.8% | +237.1% | +206.4% |
| 5Y | +1,129.5% | +70.9% | +1,058.6% | +797.3% |
| 10Y | +320.9% | +317.1% | +3.9% | +111.1% |
| All | +102.9% | +224.6% | -121.8% | +15.1% |
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