+32.8%
NET vs FTI
+108.8%
-75.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | +5.3% | -12.3% | -7.9% |
| 30D | -4.8% | +15.3% | -20.1% | -7.3% |
| 3M | +3.8% | +15.8% | -11.9% | +0.7% |
| 6M | +50.0% | +22.6% | +27.5% | +44.5% |
| YTD | +41.5% | +79.5% | -38.1% | +30.9% |
| 1Y | +32.8% | +102.0% | -69.2% | +18.3% |
| All | +32.8% | +108.8% | -75.9% | +18.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling