+295.8%
FTI vs NWSA
+149.4%
+146.5%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -4.4% | -2.8% | -1.6% | -2.9% |
| 30D | +1.5% | +3.0% | -1.5% | -0.2% |
| 3M | +8.2% | +12.3% | -4.1% | +0.6% |
| 6M | +18.8% | +21.9% | -3.0% | +4.8% |
| YTD | +71.7% | +13.6% | +58.1% | +56.0% |
| 1Y | +90.0% | +0.5% | +89.6% | +84.3% |
| 3Y | +270.5% | +43.8% | +226.7% | +188.6% |
| 5Y | +1,084.5% | +41.2% | +1,043.4% | +797.8% |
| All | +295.8% | +149.4% | +146.5% | +101.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling