+120.2%
FE vs NTR
+81.1%
+39.1%
-47.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | +1.2% | -0.3% | +1.6% | +1.3% |
| 30D | +4.5% | +2.0% | +2.6% | +4.2% |
| 3M | +1.3% | +6.4% | -5.1% | +0.1% |
| 6M | +8.7% | +1.6% | +7.0% | +8.0% |
| YTD | +9.2% | +18.2% | -9.0% | +4.7% |
| 1Y | +7.0% | +23.9% | -17.0% | +1.5% |
| 3Y | +51.4% | +44.7% | +6.7% | +37.1% |
| 5Y | +47.7% | +21.3% | +26.4% | +32.9% |
| All | +120.2% | +81.1% | +39.1% | +55.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling