-79.9%
FIG vs NTR
+35.1%
-115.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | -0.4% | +5.2% | +4.8% |
| 7D | -3.8% | -1.3% | -2.5% | -3.8% |
| 30D | -2.3% | +16.8% | -19.1% | -3.2% |
| 3M | +20.0% | +20.7% | -0.8% | +18.7% |
| 6M | -16.7% | +0.5% | -17.2% | -17.4% |
| YTD | -37.9% | +29.2% | -67.1% | -40.6% |
| 1Y | -58.5% | +39.6% | -98.1% | -60.6% |
| All | -79.9% | +35.1% | -115.0% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling