+2,159.9%
FTI vs BN
+6,050.3%
-3,890.4%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +5.3% | -2.5% | +7.7% | +6.9% |
| 30D | +15.3% | -9.5% | +24.8% | +22.5% |
| 3M | +15.8% | -10.4% | +26.1% | +23.1% |
| 6M | +22.6% | -6.4% | +28.9% | +25.2% |
| YTD | +79.5% | -11.9% | +91.4% | +89.0% |
| 1Y | +102.0% | -8.6% | +110.6% | +105.9% |
| 3Y | +315.8% | +77.6% | +238.3% | +164.4% |
| 5Y | +1,129.5% | +37.0% | +1,092.5% | +790.8% |
| 10Y | +320.9% | +266.4% | +54.6% | +66.2% |
| All | +2,159.9% | +6,050.3% | -3,890.4% | +163.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling