+878.5%
FTI vs ET
+1,447.8%
-569.3%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.8% | -1.2% | -0.9% |
| 7D | -2.3% | +0.6% | -3.0% | -2.7% |
| 30D | +5.0% | +5.3% | -0.3% | +2.2% |
| 3M | +13.8% | +15.6% | -1.8% | +5.5% |
| 6M | +22.9% | +20.6% | +2.3% | +11.3% |
| YTD | +75.0% | +38.5% | +36.5% | +47.3% |
| 1Y | +96.9% | +35.7% | +61.2% | +67.4% |
| 3Y | +276.7% | +98.4% | +178.4% | +167.3% |
| 5Y | +1,157.0% | +245.3% | +911.7% | +590.7% |
| 10Y | +310.7% | +173.7% | +136.9% | +140.1% |
| All | +878.5% | +1,447.8% | -569.3% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling