+112.5%
NET vs FTI
+1,129.5%
-1,017.0%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.3% | -1.7% | -1.9% |
| 7D | -7.0% | +5.3% | -12.3% | -8.5% |
| 30D | -4.8% | +15.3% | -20.1% | -9.0% |
| 3M | +3.8% | +15.8% | -11.9% | -1.4% |
| 6M | +50.0% | +22.6% | +27.5% | +39.6% |
| YTD | +41.5% | +79.5% | -38.1% | +16.3% |
| 1Y | +32.8% | +102.0% | -69.2% | +4.5% |
| 3Y | +335.9% | +315.8% | +20.1% | +167.5% |
| All | +112.5% | +1,129.5% | -1,017.0% | -11.1% |
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