-51.7%
FIG vs NTRS
+43.5%
-95.2%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.2% | +3.1% | +2.1% | +4.7% |
| 7D | -4.7% | +3.6% | -8.2% | -5.1% |
| 30D | +0.5% | +4.3% | -3.8% | -0.2% |
| 3M | -18.4% | -1.9% | -16.5% | -18.7% |
| 6M | +10.9% | +11.4% | -0.6% | +6.5% |
| YTD | -40.8% | +32.3% | -73.1% | -51.4% |
| 1Y | -51.7% | +42.5% | -94.2% | -63.7% |
| All | -51.7% | +43.5% | -95.2% | -63.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling