+3,689.8%
FN vs NTRS
+492.7%
+3,197.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | 0.0% | +3.1% | +3.1% |
| 7D | -1.7% | +0.4% | -2.1% | -1.9% |
| 30D | -22.0% | +1.7% | -23.7% | -22.6% |
| 3M | -43.0% | +8.9% | -51.9% | -45.6% |
| 6M | -27.7% | +30.6% | -58.3% | -37.9% |
| YTD | -10.5% | +38.7% | -49.2% | -25.8% |
| 1Y | +12.5% | +48.1% | -35.6% | -10.0% |
| 3Y | +153.8% | +165.5% | -11.7% | +45.2% |
| 5Y | +288.0% | +85.6% | +202.4% | +160.4% |
| 10Y | +906.4% | +246.1% | +660.4% | +311.6% |
| All | +3,689.8% | +492.7% | +3,197.0% | +792.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling