+2,943.1%
FN vs FTI
+248.0%
+2,695.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | +3.1% | +8.5% | +10.8% |
| 7D | 0.0% | -7.6% | +7.6% | +2.5% |
| 30D | -34.3% | -7.1% | -27.2% | -32.7% |
| 3M | -39.9% | -8.7% | -31.2% | -38.2% |
| 6M | -51.8% | -14.0% | -37.8% | -49.7% |
| YTD | -28.1% | +42.8% | -71.0% | -34.6% |
| 1Y | -29.1% | +50.4% | -79.4% | -36.4% |
| 3Y | +102.4% | +194.1% | -91.7% | +49.9% |
| 5Y | +171.7% | +775.2% | -603.6% | +41.7% |
| 10Y | +773.5% | +189.2% | +584.3% | +457.7% |
| All | +2,943.1% | +248.0% | +2,695.1% | +1,607.1% |
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 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