+114.6%
FE vs NTR
+98.7%
+15.9%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.5% | +0.5% |
| 7D | -1.7% | -2.5% | +0.8% | -1.3% |
| 30D | -1.3% | +17.0% | -18.3% | -4.0% |
| 3M | +0.6% | +22.2% | -21.6% | -3.1% |
| 6M | -6.8% | +5.2% | -12.0% | -8.3% |
| YTD | +6.4% | +29.7% | -23.3% | +0.5% |
| 1Y | +11.3% | +39.4% | -28.1% | +3.3% |
| 3Y | +47.1% | +38.2% | +8.9% | +34.9% |
| 5Y | +50.4% | +47.6% | +2.8% | +29.3% |
| All | +114.6% | +98.7% | +15.9% | +49.2% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling