+1,988.6%
NOW vs FTI
+140.8%
+1,847.8%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.7% |
| 7D | -3.1% | -4.3% | +1.3% | -2.4% |
| 30D | -27.0% | -8.0% | -19.0% | -26.0% |
| 3M | -17.7% | -8.0% | -9.7% | -16.6% |
| 6M | +12.7% | -8.7% | +21.4% | +13.9% |
| YTD | -32.9% | +43.9% | -76.8% | -37.3% |
| 1Y | -40.4% | +49.8% | -90.2% | -44.7% |
| 3Y | -17.1% | +211.7% | -228.8% | -32.0% |
| 5Y | -25.7% | +781.6% | -807.2% | -48.7% |
| 10Y | +504.6% | +180.2% | +324.4% | +378.3% |
| All | +1,988.6% | +140.8% | +1,847.8% | +1,690.8% |
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