+194.5%
FFIV vs NTR
+100.5%
+94.0%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.1% | 0.0% |
| 7D | -1.0% | +8.1% | -9.1% | -3.0% |
| 30D | -5.1% | +18.8% | -23.8% | -9.4% |
| 3M | -4.5% | +16.2% | -20.7% | -8.6% |
| 6M | +36.5% | +9.8% | +26.7% | +31.8% |
| YTD | +53.0% | +30.9% | +22.1% | +40.3% |
| 1Y | +24.2% | +41.8% | -17.5% | +11.1% |
| 3Y | +137.2% | +35.8% | +101.4% | +110.9% |
| 5Y | +91.8% | +51.0% | +40.7% | +51.6% |
| All | +194.5% | +100.5% | +94.0% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling