+297.4%
FN vs NTRS
+88.7%
+208.7%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.5% |
| 7D | +5.8% | +0.9% | +4.9% | +5.3% |
| 30D | -20.6% | -1.2% | -19.4% | -20.0% |
| 3M | -28.6% | +8.8% | -37.4% | -31.7% |
| 6M | -20.7% | +34.7% | -55.4% | -32.4% |
| YTD | -8.1% | +37.2% | -45.4% | -22.4% |
| 1Y | +13.3% | +46.3% | -33.0% | -7.2% |
| 3Y | +175.7% | +163.2% | +12.5% | +69.2% |
| 5Y | +297.4% | +86.9% | +210.5% | +175.6% |
| All | +297.4% | +88.7% | +208.7% | +175.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling