+271.0%
FTI vs FND
+56.5%
+214.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | -4.4% | -5.8% | +1.4% | -3.1% |
| 30D | +1.5% | -20.2% | +21.7% | +6.7% |
| 3M | +8.2% | -12.0% | +20.2% | +10.1% |
| 6M | +18.8% | -18.5% | +37.3% | +21.8% |
| YTD | +71.7% | -22.3% | +93.9% | +77.1% |
| 1Y | +90.0% | -47.6% | +137.7% | +115.9% |
| 3Y | +270.5% | -49.8% | +320.2% | +303.7% |
| 5Y | +1,084.5% | -63.0% | +1,147.5% | +1,234.7% |
| All | +271.0% | +56.5% | +214.5% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FND.
Daily Out/Under-Performance
Portfolio return minus FND return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FND 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 10y: compounded portfolio wealth divided by compounded FND 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…
10y analysis · Full analysis span regression · 6 months rolling