+49.9%
FE vs NTR
+48.4%
+1.4%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.2% |
| 7D | -0.4% | -0.6% | +0.2% | -0.4% |
| 30D | +3.6% | +5.4% | -1.8% | +3.3% |
| 3M | +0.3% | +7.3% | -7.0% | -0.2% |
| 6M | +6.4% | +2.2% | +4.2% | +6.2% |
| YTD | +8.1% | +18.9% | -10.8% | +6.0% |
| 1Y | +4.6% | +23.7% | -19.1% | +2.1% |
| All | +49.9% | +48.4% | +1.4% | +42.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling