+743.6%
FN vs FTI
+184.4%
+559.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.1% | +8.5% | +10.9% |
| 7D | 0.0% | -7.6% | +7.6% | +2.2% |
| 30D | -34.3% | -7.1% | -27.2% | -32.9% |
| 3M | -39.9% | -8.7% | -31.2% | -38.4% |
| 6M | -51.8% | -14.0% | -37.8% | -50.0% |
| YTD | -28.1% | +42.8% | -71.0% | -33.5% |
| 1Y | -29.1% | +50.4% | -79.4% | -35.1% |
| 3Y | +102.4% | +194.1% | -91.7% | +59.1% |
| 5Y | +171.7% | +775.2% | -603.6% | +63.8% |
| All | +743.6% | +184.4% | +559.1% | +474.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling