-27.7%
FN vs FTI
+19.8%
-47.6%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.3% |
| 7D | -1.7% | +5.3% | -7.0% | -5.0% |
| 30D | -22.0% | +15.3% | -37.3% | -28.3% |
| 3M | -43.0% | +15.8% | -58.8% | -48.3% |
| 6M | -27.7% | +22.6% | -50.3% | -47.4% |
| All | -27.7% | +19.8% | -47.6% | -47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling