+1,026.0%
NI vs FTI
+1,779.9%
-753.8%
-65.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.5% | +0.2% |
| 7D | +4.3% | +4.3% | 0.0% | +3.5% |
| 30D | +12.4% | -4.7% | +17.0% | +13.1% |
| 3M | +10.2% | -13.5% | +23.7% | +12.6% |
| 6M | -0.8% | -8.7% | +7.9% | +0.1% |
| YTD | +13.2% | +49.0% | -35.8% | +4.6% |
| 1Y | +10.1% | +54.0% | -44.0% | +1.0% |
| 3Y | +103.1% | +211.6% | -108.5% | +60.5% |
| 5Y | +115.5% | +881.9% | -766.3% | +32.2% |
| 10Y | +195.5% | +188.1% | +7.4% | +100.8% |
| All | +1,026.0% | +1,779.9% | -753.8% | +334.7% |
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