+365.6%
NDAQ vs FTI
+301.2%
+64.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.9% | +0.5% | -2.0% |
| 7D | -6.8% | -5.6% | -1.2% | -6.1% |
| 30D | -3.2% | +0.4% | -3.6% | -3.2% |
| 3M | +6.5% | +8.1% | -1.6% | +5.1% |
| 6M | +5.7% | +16.7% | -11.0% | +3.0% |
| YTD | -4.6% | +70.0% | -74.6% | -11.9% |
| 1Y | -1.6% | +85.4% | -87.0% | -10.4% |
| 3Y | +86.4% | +265.9% | -179.5% | +53.2% |
| 5Y | +50.3% | +1,072.7% | -1,022.4% | +4.1% |
| All | +365.6% | +301.2% | +64.4% | +233.6% |
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