+8.1%
FPS vs NTRS
+25.2%
-17.1%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +2.9% | +2.9% |
| 7D | +3.1% | -0.1% | +3.2% | +3.3% |
| 30D | -18.6% | +1.2% | -19.8% | -19.4% |
| 3M | -51.5% | +8.3% | -59.8% | -55.0% |
| 6M | -8.5% | +30.0% | -38.5% | -31.3% |
| All | +8.1% | +25.2% | -17.1% | -16.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling