+2,632.1%
NDAQ vs FTI
+1,849.1%
+782.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | +1.7% | +5.4% | -3.7% | +0.3% |
| 30D | +16.2% | -8.2% | +24.4% | +18.4% |
| 3M | +14.0% | -13.7% | +27.7% | +17.8% |
| 6M | +22.3% | -11.2% | +33.4% | +24.6% |
| YTD | +13.0% | +46.0% | -33.0% | +0.4% |
| 1Y | +24.0% | +51.8% | -27.8% | +8.9% |
| 3Y | +117.1% | +206.7% | -89.7% | +53.7% |
| 5Y | +67.5% | +862.0% | -794.5% | -18.5% |
| 10Y | +474.3% | +182.3% | +292.0% | +234.7% |
| All | +2,632.1% | +1,849.1% | +782.9% | +746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling