+794.1%
FN vs FTI
+178.7%
+615.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.9% | -5.7% | -5.0% |
| 7D | -4.1% | -3.3% | -0.8% | -3.1% |
| 30D | -28.3% | -7.2% | -21.1% | -26.8% |
| 3M | -33.9% | -12.9% | -21.0% | -31.4% |
| 6M | -43.9% | -7.9% | -36.0% | -42.8% |
| YTD | -23.4% | +45.2% | -68.6% | -29.4% |
| 1Y | -25.4% | +48.1% | -73.5% | -31.5% |
| 3Y | +107.9% | +205.0% | -97.1% | +62.1% |
| 5Y | +195.1% | +838.8% | -643.7% | +74.9% |
| 10Y | +794.1% | +174.8% | +619.3% | +490.4% |
| All | +794.1% | +178.7% | +615.4% | +490.4% |
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