+2,625.3%
FN vs FTI
+237.4%
+2,387.9%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.2% | -4.5% | -9.7% | -13.0% |
| 7D | -16.0% | -8.0% | -8.0% | -13.8% |
| 30D | -40.1% | -11.9% | -28.2% | -37.8% |
| 3M | -43.9% | -11.0% | -32.9% | -42.0% |
| 6M | -55.6% | -17.8% | -37.8% | -53.1% |
| YTD | -35.7% | +38.5% | -74.2% | -41.0% |
| 1Y | -39.8% | +45.9% | -85.8% | -45.6% |
| 3Y | +80.3% | +181.8% | -101.6% | +35.0% |
| 5Y | +143.3% | +748.6% | -605.3% | +27.9% |
| 10Y | +682.3% | +180.4% | +501.9% | +403.5% |
| All | +2,625.3% | +237.4% | +2,387.9% | +1,441.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling