+489.4%
NDAQ vs FTI
+183.5%
+305.9%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.7% | +5.4% | -3.7% | +1.0% |
| 30D | +16.2% | -8.2% | +24.4% | +17.4% |
| 3M | +14.0% | -13.7% | +27.7% | +15.9% |
| 6M | +22.3% | -11.2% | +33.4% | +23.5% |
| YTD | +13.0% | +46.0% | -33.0% | +6.2% |
| 1Y | +24.0% | +51.8% | -27.8% | +15.9% |
| 3Y | +117.1% | +206.7% | -89.7% | +82.3% |
| 5Y | +67.5% | +862.0% | -794.5% | +18.9% |
| All | +489.4% | +183.5% | +305.9% | +336.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FTI.
Daily Out/Under-Performance
Portfolio return minus FTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTI 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 FTI 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