+8.4%
FN vs NTRS
+48.6%
-40.2%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.4% | -4.8% | -4.4% |
| 7D | +2.3% | +0.3% | +1.9% | +2.0% |
| 30D | -23.2% | +0.2% | -23.3% | -23.1% |
| 3M | -30.4% | +13.2% | -43.6% | -36.0% |
| 6M | -25.6% | +36.9% | -62.5% | -41.6% |
| YTD | -11.3% | +39.1% | -50.4% | -30.7% |
| 1Y | +8.4% | +50.4% | -42.0% | -17.0% |
| All | +8.4% | +48.6% | -40.2% | -17.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling