+2,327.9%
NDAQ vs FTI
+2,297.1%
+30.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | -2.4% | +5.3% | -7.7% | -3.8% |
| 30D | +2.5% | +15.3% | -12.9% | -1.4% |
| 3M | +9.9% | +15.8% | -5.8% | +5.1% |
| 6M | +9.4% | +22.6% | -13.1% | +2.6% |
| YTD | +0.4% | +79.5% | -79.1% | -15.1% |
| 1Y | +4.0% | +102.0% | -98.0% | -15.1% |
| 3Y | +94.4% | +315.8% | -221.4% | +27.1% |
| 5Y | +56.7% | +1,129.5% | -1,072.8% | -28.8% |
| 10Y | +375.3% | +320.9% | +54.4% | +144.1% |
| All | +2,327.9% | +2,297.1% | +30.8% | +615.8% |
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