+210.5%
FFIV vs NTR
+97.9%
+112.6%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.4% | +3.7% | +3.4% |
| 7D | +5.4% | -1.3% | +6.7% | +5.8% |
| 30D | -2.7% | +16.8% | -19.4% | -6.7% |
| 3M | +4.5% | +20.7% | -16.2% | -1.0% |
| 6M | +42.2% | +0.5% | +41.7% | +40.8% |
| YTD | +61.3% | +29.2% | +32.1% | +48.5% |
| 1Y | +23.0% | +39.6% | -16.5% | +10.5% |
| 3Y | +156.3% | +37.9% | +118.4% | +126.7% |
| 5Y | +102.9% | +47.1% | +55.8% | +61.9% |
| All | +210.5% | +97.9% | +112.6% | +101.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling