+151.9%
FFIV vs NTR
+40.7%
+111.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | 0.0% | +3.8% | +3.8% |
| 7D | +3.5% | +0.5% | +2.9% | +3.4% |
| 30D | -1.3% | +21.7% | -23.0% | -4.4% |
| 3M | +2.4% | +22.8% | -20.4% | -1.2% |
| 6M | +41.8% | +8.2% | +33.6% | +39.4% |
| YTD | +58.5% | +32.9% | +25.6% | +49.6% |
| 1Y | +24.3% | +45.3% | -21.0% | +15.1% |
| All | +151.9% | +40.7% | +111.1% | +128.7% |
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