+277.6%
FTI vs FND
-50.0%
+327.7%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.4% |
| 7D | -2.3% | -0.8% | -1.6% | -2.3% |
| 30D | +5.0% | -19.6% | +24.6% | +6.9% |
| 3M | +13.8% | -4.3% | +18.2% | +13.3% |
| 6M | +22.9% | -20.4% | +43.3% | +25.0% |
| YTD | +75.0% | -21.9% | +96.8% | +77.9% |
| 1Y | +96.9% | -45.2% | +142.1% | +109.8% |
| All | +277.6% | -50.0% | +327.7% | +295.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling