+140.2%
NI vs FTI
+305.3%
-165.1%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.0% | -1.0% | -0.1% |
| 7D | 0.0% | -4.4% | +4.4% | +0.5% |
| 30D | -1.4% | +1.5% | -2.9% | -1.6% |
| 3M | -10.6% | +8.2% | -18.8% | -11.5% |
| 6M | -9.3% | +18.8% | -28.1% | -11.4% |
| YTD | +1.1% | +71.7% | -70.5% | -5.3% |
| 1Y | +3.4% | +90.0% | -86.7% | -4.5% |
| 3Y | +67.9% | +270.5% | -202.6% | +41.4% |
| 5Y | +98.0% | +1,084.5% | -986.6% | +40.8% |
| All | +140.2% | +305.3% | -165.1% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling