+5,340.4%
FFIV vs NTRS
+634.7%
+4,705.7%
-97.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.1% | +4.0% | +3.9% |
| 7D | +3.5% | +0.9% | +2.6% | +3.0% |
| 30D | -1.3% | -1.2% | -0.1% | -0.8% |
| 3M | +2.4% | +8.8% | -6.4% | -1.8% |
| 6M | +41.8% | +34.7% | +7.1% | +22.5% |
| YTD | +58.5% | +37.2% | +21.3% | +35.6% |
| 1Y | +24.3% | +46.3% | -22.0% | +3.1% |
| 3Y | +152.0% | +163.2% | -11.2% | +54.8% |
| 5Y | +99.1% | +86.9% | +12.2% | +39.5% |
| 10Y | +242.8% | +250.9% | -8.2% | +64.4% |
| All | +5,340.4% | +634.7% | +4,705.7% | +1,291.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling