+102.4%
FN vs FTI
+191.5%
-89.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.1% | +8.5% | +10.0% |
| 7D | 0.0% | -7.6% | +7.6% | +4.4% |
| 30D | -34.3% | -7.1% | -27.2% | -31.5% |
| 3M | -39.9% | -8.7% | -31.2% | -37.0% |
| 6M | -51.8% | -14.0% | -37.8% | -48.2% |
| YTD | -28.1% | +42.8% | -71.0% | -38.6% |
| 1Y | -29.1% | +50.4% | -79.4% | -40.8% |
| 3Y | +102.4% | +194.1% | -91.7% | +25.1% |
| All | +102.4% | +191.5% | -89.0% | +25.1% |
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 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