+3.2%
FND vs NTR
+103.7%
-100.5%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.7% |
| 7D | -0.8% | +0.5% | -1.3% | -1.0% |
| 30D | -19.6% | +21.7% | -41.3% | -25.2% |
| 3M | -4.3% | +22.8% | -27.1% | -11.8% |
| 6M | -20.4% | +8.2% | -28.7% | -24.5% |
| YTD | -21.9% | +32.9% | -54.8% | -32.2% |
| 1Y | -45.2% | +45.3% | -90.5% | -54.4% |
| 3Y | -49.2% | +41.7% | -90.9% | -58.3% |
| 5Y | -61.8% | +49.8% | -111.6% | -73.5% |
| All | +3.2% | +103.7% | -100.5% | -45.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling