+1,072.7%
FTI vs BN
+30.5%
+1,042.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.6% | -2.3% |
| 7D | -5.6% | -5.9% | +0.2% | -3.0% |
| 30D | +0.4% | -15.1% | +15.5% | +7.8% |
| 3M | +8.1% | -14.6% | +22.7% | +15.5% |
| 6M | +16.7% | -8.4% | +25.1% | +19.5% |
| YTD | +70.0% | -16.8% | +86.8% | +81.2% |
| 1Y | +85.4% | -14.4% | +99.8% | +93.6% |
| 3Y | +265.9% | +70.1% | +195.8% | +169.6% |
| 5Y | +1,072.7% | +33.5% | +1,039.2% | +843.1% |
| All | +1,072.7% | +30.5% | +1,042.2% | +843.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling