+279.9%
FTI vs FND
+58.4%
+221.5%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FND | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.6% | +2.5% | -1.0% |
| 7D | -0.2% | +0.4% | -0.6% | -0.3% |
| 30D | +12.3% | -23.6% | +35.9% | +19.1% |
| 3M | +13.8% | +4.3% | +9.4% | +10.8% |
| 6M | +24.3% | -20.3% | +44.6% | +28.1% |
| YTD | +75.8% | -21.3% | +97.1% | +80.8% |
| 1Y | +99.6% | -45.4% | +145.0% | +124.2% |
| 3Y | +278.4% | -48.9% | +327.3% | +310.5% |
| 5Y | +1,168.7% | -61.0% | +1,229.7% | +1,307.2% |
| All | +279.9% | +58.4% | +221.5% | +169.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling