+917.7%
NI vs FTI
+2,117.5%
-1,199.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +2.3% | -0.2% | +2.5% | +2.3% |
| 30D | -1.7% | +12.3% | -14.0% | -3.7% |
| 3M | -8.0% | +13.8% | -21.8% | -10.3% |
| 6M | -8.6% | +24.3% | -32.9% | -12.5% |
| YTD | +2.3% | +75.8% | -73.4% | -7.9% |
| 1Y | +6.9% | +99.6% | -92.7% | -6.1% |
| 3Y | +70.6% | +278.4% | -207.9% | +30.4% |
| 5Y | +96.4% | +1,168.7% | -1,072.3% | +14.7% |
| 10Y | +136.1% | +297.5% | -161.4% | +50.6% |
| All | +917.7% | +2,117.5% | -1,199.8% | +282.8% |
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