-62.7%
FND vs NTRS
+93.2%
-155.9%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 7D | -5.8% | +1.4% | -7.1% | -6.6% |
| 30D | -20.2% | -0.7% | -19.6% | -19.9% |
| 3M | -12.0% | +11.3% | -23.3% | -18.5% |
| 6M | -18.5% | +35.5% | -54.0% | -34.4% |
| YTD | -22.3% | +40.6% | -62.8% | -39.3% |
| 1Y | -47.6% | +49.2% | -96.9% | -60.9% |
| 3Y | -49.8% | +167.2% | -217.0% | -75.7% |
| All | -62.7% | +93.2% | -155.9% | -77.4% |
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