+94.9%
FFIV vs NTR
+47.6%
+47.3%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.5% | -0.3% | -0.2% | -0.5% |
| 30D | -32.4% | +2.0% | -34.4% | -32.6% |
| 3M | -25.7% | +6.4% | -32.1% | -26.6% |
| 6M | -13.5% | +1.6% | -15.1% | -14.0% |
| YTD | +21.1% | +18.2% | +2.9% | +16.0% |
| 1Y | +29.4% | +23.9% | +5.5% | +22.5% |
| 3Y | +94.9% | +44.7% | +50.2% | +76.7% |
| All | +94.9% | +47.6% | +47.3% | +76.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling