+804.7%
FN vs FTI
+180.1%
+624.6%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +1.3% | +4.6% | +5.6% |
| 7D | +8.0% | +1.4% | +6.6% | +7.9% |
| 30D | -19.1% | -6.3% | -12.9% | -17.6% |
| 3M | -29.8% | -13.1% | -16.7% | -27.2% |
| 6M | -43.2% | -8.0% | -35.2% | -42.0% |
| YTD | -18.9% | +47.1% | -66.0% | -25.5% |
| 1Y | -17.9% | +50.7% | -68.5% | -25.0% |
| 3Y | +120.1% | +209.0% | -88.8% | +71.0% |
| 5Y | +206.7% | +847.0% | -640.3% | +81.2% |
| 10Y | +804.7% | +184.3% | +620.4% | +500.1% |
| All | +804.7% | +180.1% | +624.6% | +500.1% |
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