-25.1%
NOW vs FTI
+886.2%
-911.3%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.1% | -0.5% | +1.2% |
| 7D | +0.3% | +4.3% | -4.0% | -0.5% |
| 30D | -27.0% | -4.7% | -22.3% | -26.1% |
| 3M | -19.6% | -13.5% | -6.1% | -17.4% |
| 6M | +17.5% | -8.7% | +26.2% | +19.1% |
| YTD | -33.3% | +49.0% | -82.3% | -39.7% |
| 1Y | -39.8% | +54.0% | -93.9% | -46.1% |
| 3Y | -19.9% | +211.6% | -231.5% | -38.7% |
| All | -25.1% | +886.2% | -911.3% | -53.7% |
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 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