+54.6%
FTI vs NWSA
+18.2%
+36.3%
-19.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +3.7% | -7.1% | -2.4% |
| 7D | -9.7% | +4.3% | -13.9% | -8.7% |
| 30D | -8.2% | +5.6% | -13.7% | -7.0% |
| 3M | -7.8% | +7.3% | -15.1% | -6.2% |
| 6M | -13.4% | +18.8% | -32.3% | -10.0% |
| YTD | +45.1% | +17.9% | +27.2% | +52.0% |
| 1Y | +54.6% | +19.3% | +35.2% | +61.6% |
| All | +54.6% | +18.2% | +36.3% | +61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 1y: compounded portfolio wealth divided by compounded NWSA 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…
1y analysis · Full analysis span regression · 6 months rolling