+571.6%
FE vs NTRS
+1,024.2%
-452.7%
-55.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.5% |
| 7D | +0.6% | +1.7% | -1.1% | +0.3% |
| 30D | -2.1% | +0.1% | -2.3% | -2.2% |
| 3M | +2.6% | +9.8% | -7.2% | +0.3% |
| 6M | -6.8% | +34.7% | -41.4% | -13.2% |
| YTD | +6.9% | +37.4% | -30.5% | -1.3% |
| 1Y | +11.6% | +48.2% | -36.6% | +1.1% |
| 3Y | +47.7% | +163.5% | -115.8% | +15.3% |
| 5Y | +46.2% | +88.2% | -42.0% | +21.0% |
| 10Y | +109.2% | +246.8% | -137.7% | +45.9% |
| All | +571.6% | +1,024.2% | -452.7% | +234.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling