+693.0%
FN vs NTRS
+189.6%
+503.4%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.3% | +0.3% | -7.6% | -7.5% |
| 7D | +0.3% | +3.2% | -2.9% | -1.2% |
| 30D | -16.5% | +9.6% | -26.1% | -20.0% |
| 3M | -42.1% | -6.0% | -36.1% | -39.9% |
| 6M | -52.9% | +10.4% | -63.3% | -55.0% |
| YTD | -28.0% | +32.5% | -60.4% | -37.3% |
| 1Y | -18.5% | +41.2% | -59.7% | -31.1% |
| 3Y | +93.9% | +173.4% | -79.5% | +18.7% |
| 5Y | +170.5% | +65.0% | +105.5% | +103.8% |
| All | +693.0% | +189.6% | +503.4% | +389.5% |
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