+50.4%
FE vs NTRS
+88.8%
-38.3%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.4% | -1.3% | -0.1% |
| 7D | -1.7% | +0.3% | -2.0% | -1.7% |
| 30D | -1.3% | +0.2% | -1.4% | -1.3% |
| 3M | +0.6% | +13.2% | -12.6% | -1.5% |
| 6M | -6.8% | +36.9% | -43.8% | -12.0% |
| YTD | +6.4% | +39.1% | -32.7% | -0.1% |
| 1Y | +11.3% | +50.4% | -39.2% | +2.8% |
| 3Y | +47.1% | +166.8% | -119.7% | +17.8% |
| 5Y | +50.4% | +92.9% | -42.5% | +27.3% |
| All | +50.4% | +88.8% | -38.3% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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