-1.0%
FTV vs NTRS
+93.2%
-94.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.7% | -0.1% |
| 7D | -4.0% | +1.4% | -5.3% | -4.5% |
| 30D | -11.0% | -0.7% | -10.4% | -10.8% |
| 3M | -8.4% | +11.3% | -19.7% | -12.8% |
| 6M | -2.6% | +35.5% | -38.1% | -15.3% |
| YTD | -0.6% | +40.6% | -41.2% | -15.3% |
| 1Y | +11.0% | +49.2% | -38.3% | -8.3% |
| 3Y | -6.3% | +167.2% | -173.6% | -41.7% |
| All | -1.0% | +93.2% | -94.2% | -30.0% |
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