+246.7%
FFIV vs NTRS
+259.9%
-13.3%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +1.1% | +2.3% | +2.9% |
| 7D | +5.4% | +1.4% | +4.1% | +4.8% |
| 30D | -2.7% | -0.7% | -2.0% | -2.4% |
| 3M | +4.5% | +11.3% | -6.8% | -0.3% |
| 6M | +42.2% | +35.5% | +6.7% | +24.2% |
| YTD | +61.3% | +40.6% | +20.7% | +38.6% |
| 1Y | +23.0% | +49.2% | -26.2% | +3.0% |
| 3Y | +156.3% | +167.2% | -11.0% | +64.3% |
| 5Y | +102.9% | +94.9% | +7.9% | +45.2% |
| All | +246.7% | +259.9% | -13.3% | +79.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling