+160.3%
FN vs FTI
+314.3%
-154.0%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.7% | +5.3% | -7.0% | -4.0% |
| 30D | -22.0% | +15.3% | -37.3% | -26.8% |
| 3M | -43.0% | +15.8% | -58.8% | -46.7% |
| 6M | -27.7% | +22.6% | -50.3% | -34.1% |
| YTD | -10.5% | +79.5% | -90.1% | -29.8% |
| 1Y | +12.5% | +102.0% | -89.5% | -16.0% |
| All | +160.3% | +314.3% | -154.0% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling