+101.7%
FTI vs NWSA
+123.2%
-21.5%
-91.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.9% | -0.2% | -1.1% |
| 7D | -0.2% | -2.6% | +2.5% | +1.2% |
| 30D | +12.3% | +4.6% | +7.8% | +9.6% |
| 3M | +13.8% | +10.2% | +3.6% | +7.0% |
| 6M | +24.3% | +21.6% | +2.7% | +10.0% |
| YTD | +75.8% | +14.6% | +61.1% | +59.3% |
| 1Y | +99.6% | +0.4% | +99.3% | +93.6% |
| 3Y | +278.4% | +45.0% | +233.4% | +196.6% |
| 5Y | +1,168.7% | +41.3% | +1,127.4% | +873.2% |
| 10Y | +297.5% | +142.8% | +154.7% | +111.6% |
| All | +101.7% | +123.2% | -21.5% | +8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling