+47.7%
FND vs NTRS
+168.1%
-120.4%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.1% | -0.1% | +0.3% |
| 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% | -18.1% |
| 6M | -18.5% | +35.5% | -54.0% | -33.2% |
| YTD | -22.3% | +40.6% | -62.8% | -38.0% |
| 1Y | -47.6% | +49.2% | -96.9% | -59.8% |
| 3Y | -49.8% | +167.2% | -217.0% | -73.7% |
| 5Y | -63.0% | +94.9% | -157.9% | -76.7% |
| All | +47.7% | +168.1% | -120.4% | -28.6% |
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