+9.7%
FPS vs NTRS
+27.5%
-17.8%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.0% | +1.1% | +7.9% | +7.8% |
| 7D | +1.5% | +1.4% | +0.1% | 0.0% |
| 30D | -16.9% | -0.7% | -16.2% | -16.2% |
| 3M | -45.3% | +11.3% | -56.7% | -50.8% |
| 6M | -10.3% | +35.5% | -45.8% | -36.3% |
| All | +9.7% | +27.5% | -17.8% | -17.2% |
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