+270.5%
FTI vs ET
+96.2%
+174.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.8% | +1.8% | +1.7% |
| 7D | -4.4% | +0.2% | -4.6% | -4.6% |
| 30D | +1.5% | +2.9% | -1.4% | -1.1% |
| 3M | +8.2% | +16.8% | -8.6% | -5.8% |
| 6M | +18.8% | +18.9% | 0.0% | +1.4% |
| YTD | +71.7% | +37.7% | +34.0% | +27.2% |
| 1Y | +90.0% | +32.4% | +57.6% | +45.8% |
| 3Y | +270.5% | +99.5% | +171.0% | +84.9% |
| All | +270.5% | +96.2% | +174.3% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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