-49.8%
FND vs NTRS
+168.2%
-217.9%
-67.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.4% |
| 7D | -5.8% | +1.4% | -7.1% | -6.5% |
| 30D | -20.2% | -0.7% | -19.6% | -19.9% |
| 3M | -12.0% | +11.3% | -23.3% | -17.9% |
| 6M | -18.5% | +35.5% | -54.0% | -33.3% |
| YTD | -22.3% | +40.6% | -62.8% | -38.2% |
| 1Y | -47.6% | +49.2% | -96.9% | -60.1% |
| 3Y | -49.8% | +167.2% | -217.0% | -74.8% |
| All | -49.8% | +168.2% | -217.9% | -74.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling