+102.4%
FN vs NTR
+42.2%
+60.3%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.7% | -1.0% | +12.7% | +11.7% |
| 7D | 0.0% | +3.0% | -3.0% | -0.2% |
| 30D | -34.3% | +2.2% | -36.5% | -34.4% |
| 3M | -39.9% | +7.9% | -47.8% | -40.5% |
| 6M | -51.8% | -1.5% | -50.3% | -51.9% |
| YTD | -28.1% | +18.6% | -46.8% | -31.4% |
| 1Y | -29.1% | +31.7% | -60.8% | -34.1% |
| 3Y | +102.4% | +46.4% | +56.0% | +75.1% |
| All | +102.4% | +42.2% | +60.3% | +75.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling