-51.7%
FIG vs NTR
+36.7%
-88.4%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +4.0% | +1.3% | +5.2% |
| 7D | -4.7% | +4.3% | -9.0% | -4.7% |
| 30D | +0.5% | +2.6% | -2.0% | +0.5% |
| 3M | -18.4% | +8.5% | -26.9% | -18.7% |
| 6M | +10.9% | -3.3% | +14.2% | +9.6% |
| YTD | -40.8% | +19.6% | -60.4% | -42.1% |
| 1Y | -51.7% | +37.6% | -89.3% | -57.3% |
| All | -51.7% | +36.7% | -88.4% | -57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling