+1,027.1%
FN vs NTR
+81.1%
+945.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | 0.0% | -7.3% | -7.3% |
| 7D | +0.3% | -0.3% | +0.6% | +0.4% |
| 30D | -16.5% | +2.0% | -18.5% | -17.2% |
| 3M | -42.1% | +6.4% | -48.5% | -43.6% |
| 6M | -52.9% | +1.6% | -54.5% | -53.6% |
| YTD | -28.0% | +18.2% | -46.2% | -33.2% |
| 1Y | -18.5% | +23.9% | -42.4% | -25.8% |
| 3Y | +93.9% | +44.7% | +49.2% | +64.2% |
| 5Y | +170.5% | +21.3% | +149.2% | +125.5% |
| All | +1,027.1% | +81.1% | +945.9% | +653.7% |
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