+1,337.4%
FN vs NTR
+103.7%
+1,233.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +5.8% | +0.5% | +5.3% | +5.6% |
| 30D | -20.6% | +21.7% | -42.4% | -25.1% |
| 3M | -28.6% | +22.8% | -51.4% | -33.0% |
| 6M | -20.7% | +8.2% | -28.9% | -23.3% |
| YTD | -8.1% | +32.9% | -41.1% | -17.1% |
| 1Y | +13.3% | +45.3% | -32.0% | -1.3% |
| 3Y | +175.7% | +41.7% | +134.0% | +137.3% |
| 5Y | +297.4% | +49.8% | +247.6% | +208.0% |
| All | +1,337.4% | +103.7% | +1,233.7% | +835.9% |
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