+1,157.5%
FN vs NTR
+83.8%
+1,073.7%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.1% | +10.7% | +11.6% |
| 7D | +16.3% | +3.0% | +13.3% | +15.3% |
| 30D | -24.7% | +7.1% | -31.9% | -26.4% |
| 3M | -34.9% | +13.1% | -48.0% | -37.7% |
| 6M | -41.1% | +7.6% | -48.7% | -43.0% |
| YTD | -19.6% | +20.0% | -39.6% | -25.8% |
| 1Y | -18.5% | +30.2% | -48.7% | -26.9% |
| 3Y | +119.1% | +46.8% | +72.3% | +84.9% |
| 5Y | +206.9% | +22.7% | +184.2% | +155.3% |
| All | +1,157.5% | +83.8% | +1,073.7% | +737.8% |
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