+53.8%
NDAQ vs FTI
+1,110.9%
-1,057.1%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.1% | +0.2% | -1.6% |
| 7D | -2.6% | -0.2% | -2.4% | -2.5% |
| 30D | +0.5% | +12.3% | -11.9% | -1.2% |
| 3M | +9.9% | +13.8% | -3.8% | +7.5% |
| 6M | +8.2% | +24.3% | -16.1% | +4.1% |
| YTD | -1.5% | +75.8% | -77.3% | -10.5% |
| 1Y | +1.3% | +99.6% | -98.3% | -10.0% |
| 3Y | +92.6% | +278.4% | -185.8% | +54.1% |
| 5Y | +53.8% | +1,168.7% | -1,114.9% | +5.4% |
| All | +53.8% | +1,110.9% | -1,057.1% | +5.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling