+1,036.2%
FTI vs NTR
+45.7%
+990.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.2% |
| 7D | -4.4% | -1.3% | -3.1% | -3.8% |
| 30D | +1.5% | +16.8% | -15.3% | -5.4% |
| 3M | +8.2% | +20.7% | -12.5% | -0.8% |
| 6M | +18.8% | +0.5% | +18.3% | +17.2% |
| YTD | +71.7% | +29.2% | +42.5% | +49.8% |
| 1Y | +90.0% | +39.6% | +50.5% | +58.6% |
| 3Y | +270.5% | +37.9% | +232.6% | +203.5% |
| All | +1,036.2% | +45.7% | +990.5% | +608.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling