+76.5%
FTV vs NTRS
+259.9%
-183.4%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.2% |
| 7D | -4.0% | +1.4% | -5.3% | -4.6% |
| 30D | -11.0% | -0.7% | -10.4% | -10.8% |
| 3M | -8.4% | +11.3% | -19.7% | -13.3% |
| 6M | -2.6% | +35.5% | -38.1% | -16.6% |
| YTD | -0.6% | +40.6% | -41.2% | -16.8% |
| 1Y | +11.0% | +49.2% | -38.3% | -10.2% |
| 3Y | -6.3% | +167.2% | -173.6% | -44.8% |
| 5Y | -1.5% | +94.9% | -96.5% | -33.9% |
| All | +76.5% | +259.9% | -183.4% | -10.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling