+1,097.7%
FN vs NTR
+83.5%
+1,014.2%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.7% |
| 7D | -4.1% | +4.1% | -8.2% | -5.2% |
| 30D | -28.3% | +7.0% | -35.3% | -29.8% |
| 3M | -33.9% | +9.7% | -43.6% | -36.1% |
| 6M | -43.9% | +7.4% | -51.3% | -45.7% |
| YTD | -23.4% | +19.8% | -43.2% | -29.3% |
| 1Y | -25.4% | +25.4% | -50.8% | -32.3% |
| 3Y | +107.9% | +48.6% | +59.3% | +74.7% |
| 5Y | +195.1% | +24.0% | +171.0% | +144.3% |
| All | +1,097.7% | +83.5% | +1,014.2% | +698.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling