+119.1%
FN vs FTI
+210.5%
-91.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +0.7% | +11.1% | +11.5% |
| 7D | +16.3% | -4.3% | +20.6% | +19.5% |
| 30D | -24.7% | -8.0% | -16.7% | -21.1% |
| 3M | -34.9% | -8.0% | -26.9% | -32.0% |
| 6M | -41.1% | -8.7% | -32.4% | -38.6% |
| YTD | -19.6% | +43.9% | -63.5% | -31.9% |
| 1Y | -18.5% | +49.8% | -68.3% | -32.3% |
| 3Y | +119.1% | +211.7% | -92.6% | +31.8% |
| All | +119.1% | +210.5% | -91.4% | +31.8% |
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