-25.7%
FN vs FTI
+57.1%
-82.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -3.4% | -2.6% | -3.8% |
| 7D | -7.0% | -9.7% | +2.7% | -0.8% |
| 30D | -24.7% | -8.2% | -16.5% | -20.5% |
| 3M | -35.7% | -7.8% | -27.8% | -32.2% |
| 6M | -52.4% | -13.4% | -39.0% | -47.8% |
| YTD | -25.0% | +45.1% | -70.0% | -43.0% |
| 1Y | -25.7% | +54.6% | -80.3% | -47.5% |
| All | -25.7% | +57.1% | -82.8% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 1y: compounded portfolio wealth divided by compounded FTI 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…
1y analysis · Full analysis span regression · 6 months rolling