+45.9%
FTI vs NTRS
+37.4%
+8.5%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.7% | -0.8% | -3.4% |
| 7D | -8.0% | -0.9% | -7.1% | -7.7% |
| 30D | -11.9% | +1.1% | -13.0% | -12.2% |
| 3M | -11.0% | -6.6% | -4.4% | -9.1% |
| 6M | -17.8% | +7.1% | -24.9% | -19.6% |
| YTD | +38.5% | +27.4% | +11.1% | +25.5% |
| 1Y | +45.9% | +36.5% | +9.4% | +28.8% |
| All | +45.9% | +37.4% | +8.5% | +28.8% |
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