+246.5%
FTI vs NTR
+98.7%
+147.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.5% | -0.4% | -1.3% |
| 7D | -5.6% | -2.5% | -3.2% | -4.1% |
| 30D | +0.4% | +17.0% | -16.6% | -9.5% |
| 3M | +8.1% | +22.2% | -14.1% | -5.7% |
| 6M | +16.7% | +5.2% | +11.5% | +10.5% |
| YTD | +70.0% | +29.7% | +40.3% | +38.5% |
| 1Y | +85.4% | +39.4% | +46.0% | +41.9% |
| 3Y | +265.9% | +38.2% | +227.7% | +169.7% |
| 5Y | +1,072.7% | +47.6% | +1,025.1% | +603.8% |
| All | +246.5% | +98.7% | +147.8% | +41.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling