+277.6%
FTI vs BN
+71.3%
+206.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.3% |
| 7D | -2.3% | -3.0% | +0.7% | -1.2% |
| 30D | +5.0% | -13.0% | +18.0% | +10.9% |
| 3M | +13.8% | -15.2% | +29.1% | +21.2% |
| 6M | +22.9% | -5.9% | +28.8% | +23.8% |
| YTD | +75.0% | -15.8% | +90.8% | +84.3% |
| 1Y | +96.9% | -12.2% | +109.1% | +101.6% |
| All | +277.6% | +71.3% | +206.3% | +203.6% |
Cumulative growth
Daily Returns
Daily percentage return beside BN.
Daily Out/Under-Performance
Portfolio return minus BN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BN 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 BN 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