+24.2%
FTV vs NTR
+97.9%
-73.8%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -4.0% | -1.3% | -2.7% | -3.6% |
| 30D | -11.0% | +16.8% | -27.8% | -15.3% |
| 3M | -8.4% | +20.7% | -29.2% | -14.0% |
| 6M | -2.6% | +0.5% | -3.1% | -3.9% |
| YTD | -0.6% | +29.2% | -29.8% | -10.2% |
| 1Y | +11.0% | +39.6% | -28.6% | -2.9% |
| 3Y | -6.3% | +37.9% | -44.2% | -19.5% |
| 5Y | -1.5% | +47.1% | -48.6% | -27.4% |
| All | +24.2% | +97.9% | -73.8% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling