+250.0%
FTI vs NTR
+97.9%
+152.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -4.4% | -1.3% | -3.1% | -3.6% |
| 30D | +1.5% | +16.8% | -15.3% | -8.4% |
| 3M | +8.2% | +20.7% | -12.5% | -4.9% |
| 6M | +18.8% | +0.5% | +18.3% | +16.1% |
| YTD | +71.7% | +29.2% | +42.5% | +40.3% |
| 1Y | +90.0% | +39.6% | +50.5% | +45.3% |
| 3Y | +270.5% | +37.9% | +232.6% | +173.4% |
| 5Y | +1,084.5% | +47.1% | +1,037.5% | +612.5% |
| All | +250.0% | +97.9% | +152.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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