+2.6%
FND vs NTR
+97.9%
-95.3%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | -5.8% | -1.3% | -4.5% | -5.4% |
| 30D | -20.2% | +16.8% | -37.0% | -24.7% |
| 3M | -12.0% | +20.7% | -32.7% | -18.4% |
| 6M | -18.5% | +0.5% | -19.0% | -20.4% |
| YTD | -22.3% | +29.2% | -51.4% | -31.9% |
| 1Y | -47.6% | +39.6% | -87.2% | -55.8% |
| 3Y | -49.8% | +37.9% | -87.6% | -58.3% |
| 5Y | -63.0% | +47.1% | -110.0% | -74.2% |
| All | +2.6% | +97.9% | -95.3% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 NTR 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