+0.7%
FPS vs NTRS
+26.2%
-25.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.4% | -7.1% | -7.2% |
| 7D | -4.6% | +0.3% | -4.9% | -5.0% |
| 30D | -22.6% | +0.2% | -22.7% | -22.7% |
| 3M | -45.1% | +13.2% | -58.3% | -51.4% |
| 6M | -17.8% | +36.9% | -54.8% | -42.7% |
| All | +0.7% | +26.2% | -25.5% | -23.3% |
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