+156.3%
FFIV vs NTRS
+168.2%
-11.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.2% |
| 6M | +42.2% | +35.5% | +6.7% | +24.0% |
| YTD | +61.3% | +40.6% | +20.7% | +38.3% |
| 1Y | +23.0% | +49.2% | -26.2% | +2.8% |
| 3Y | +156.3% | +167.2% | -11.0% | +70.2% |
| All | +156.3% | +168.2% | -11.9% | +70.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling