+191.8%
FN vs FTI
+848.3%
-656.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.7% | -3.4% | -3.9% |
| 7D | +20.8% | +5.4% | +15.4% | +19.0% |
| 30D | -17.3% | -8.2% | -9.1% | -14.9% |
| 3M | -38.1% | -13.7% | -24.4% | -35.2% |
| 6M | -44.2% | -11.2% | -33.0% | -42.3% |
| YTD | -22.3% | +46.0% | -68.3% | -28.9% |
| 1Y | -20.9% | +51.8% | -72.7% | -28.4% |
| 3Y | +111.1% | +206.7% | -95.7% | +64.8% |
| 5Y | +191.8% | +862.0% | -670.2% | +90.1% |
| All | +191.8% | +848.3% | -656.4% | +90.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling