+1,300.0%
FN vs NTR
+100.5%
+1,199.5%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.6% | +4.7% | +3.6% |
| 7D | -1.7% | +8.1% | -9.8% | -3.8% |
| 30D | -22.0% | +18.8% | -40.7% | -25.9% |
| 3M | -43.0% | +16.2% | -59.2% | -45.6% |
| 6M | -27.7% | +9.8% | -37.5% | -30.6% |
| YTD | -10.5% | +30.9% | -41.4% | -18.9% |
| 1Y | +12.5% | +41.8% | -29.3% | -1.3% |
| 3Y | +153.8% | +35.8% | +118.0% | +121.3% |
| 5Y | +288.0% | +51.0% | +237.0% | +198.6% |
| All | +1,300.0% | +100.5% | +1,199.5% | +815.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling