+1,036.2%
FTI vs NTRS
+93.2%
+943.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.5% |
| 7D | -4.4% | +1.4% | -5.8% | -5.0% |
| 30D | +1.5% | -0.7% | +2.1% | +1.7% |
| 3M | +8.2% | +11.3% | -3.1% | +2.5% |
| 6M | +18.8% | +35.5% | -16.7% | +1.8% |
| YTD | +71.7% | +40.6% | +31.1% | +43.8% |
| 1Y | +90.0% | +49.2% | +40.8% | +53.9% |
| 3Y | +270.5% | +167.2% | +103.3% | +118.3% |
| All | +1,036.2% | +93.2% | +943.0% | +673.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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