+48.4%
FE vs NTR
+55.5%
-7.1%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.5% | -2.2% | -0.8% |
| 7D | +0.6% | +3.8% | -3.2% | +0.2% |
| 30D | -2.1% | +25.2% | -27.4% | -4.6% |
| 3M | +2.6% | +21.0% | -18.4% | +0.4% |
| 6M | -6.8% | +7.6% | -14.4% | -7.8% |
| YTD | +6.9% | +32.9% | -26.0% | +2.7% |
| 1Y | +11.6% | +43.1% | -31.5% | +6.0% |
| 3Y | +47.7% | +41.6% | +6.1% | +39.3% |
| All | +48.4% | +55.5% | -7.1% | +35.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling