+13.3%
FN vs NTR
+42.7%
-29.3%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +5.8% | +0.5% | +5.3% | +5.9% |
| 30D | -20.6% | +21.7% | -42.4% | -18.5% |
| 3M | -28.6% | +22.8% | -51.4% | -26.8% |
| 6M | -20.7% | +8.2% | -28.9% | -20.1% |
| YTD | -8.1% | +32.9% | -41.1% | -4.6% |
| 1Y | +13.3% | +45.3% | -32.0% | +20.7% |
| All | +13.3% | +42.7% | -29.3% | +20.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling