+92.6%
NDAQ vs FTI
+284.3%
-191.7%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.5% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +0.5% | +12.3% | -11.9% | -1.5% |
| 3M | +9.9% | +13.8% | -3.8% | +7.1% |
| 6M | +8.2% | +24.3% | -16.1% | +3.0% |
| YTD | -1.5% | +75.8% | -77.3% | -13.1% |
| 1Y | +1.3% | +99.6% | -98.3% | -13.4% |
| 3Y | +92.6% | +278.4% | -185.8% | +45.7% |
| All | +92.6% | +284.3% | -191.7% | +45.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling