+68.9%
NI vs FTI
+274.9%
-206.0%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.5% |
| 7D | +1.3% | -2.3% | +3.6% | +1.5% |
| 30D | -0.3% | +5.0% | -5.3% | -0.7% |
| 3M | -9.5% | +13.8% | -23.3% | -10.5% |
| 6M | -10.2% | +22.9% | -33.1% | -12.0% |
| YTD | +1.8% | +75.0% | -73.2% | -3.5% |
| 1Y | +5.7% | +96.9% | -91.2% | -1.0% |
| All | +68.9% | +274.9% | -206.0% | +46.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling