+914.4%
FN vs NTRS
+259.9%
+654.5%
-51.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.1% | +1.6% | +2.1% |
| 7D | +1.8% | +1.4% | +0.4% | +1.0% |
| 30D | -27.5% | -0.7% | -26.9% | -27.2% |
| 3M | -28.8% | +11.3% | -40.1% | -32.5% |
| 6M | -20.9% | +35.5% | -56.5% | -32.2% |
| YTD | -8.9% | +40.6% | -49.5% | -23.4% |
| 1Y | +14.5% | +49.2% | -34.7% | -6.4% |
| 3Y | +172.6% | +167.2% | +5.4% | +66.9% |
| 5Y | +300.6% | +94.9% | +205.7% | +176.3% |
| All | +914.4% | +259.9% | +654.5% | +413.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 NTRS 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