+211.6%
FTI vs FND
-39.5%
+251.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.2% | +4.3% | +2.2% |
| 7D | +4.3% | -6.8% | +11.1% | +4.7% |
| 30D | -4.7% | +8.0% | -12.6% | -5.4% |
| 3M | -13.5% | -18.9% | +5.4% | -12.2% |
| 6M | -8.7% | +4.7% | -13.4% | -10.4% |
| YTD | +49.0% | -21.6% | +70.6% | +51.3% |
| 1Y | +54.0% | -22.0% | +76.0% | +56.4% |
| 3Y | +211.6% | -40.4% | +252.1% | +216.3% |
| All | +211.6% | -39.5% | +251.2% | +216.3% |
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