-79.9%
FIG vs NTRS
+48.4%
-128.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.8% | +1.1% | +3.7% | +4.4% |
| 7D | -3.8% | +1.4% | -5.2% | -4.2% |
| 30D | -2.3% | -0.7% | -1.7% | -2.2% |
| 3M | +20.0% | +11.3% | +8.6% | +14.1% |
| 6M | -16.7% | +35.5% | -52.2% | -31.3% |
| YTD | -37.9% | +40.6% | -78.5% | -52.2% |
| 1Y | -58.5% | +49.2% | -107.8% | -70.2% |
| All | -79.9% | +48.4% | -128.3% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling