+85.6%
FTV vs NTRS
+281.8%
-196.1%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.4% | -3.7% | -3.0% |
| 7D | -5.2% | +0.3% | -5.5% | -5.4% |
| 30D | -11.5% | +0.2% | -11.7% | -11.6% |
| 3M | -9.0% | +13.2% | -22.2% | -14.7% |
| 6M | -2.0% | +36.9% | -39.0% | -16.7% |
| YTD | -0.9% | +39.1% | -40.0% | -16.7% |
| 1Y | +14.8% | +50.4% | -35.6% | -7.5% |
| 3Y | -5.5% | +166.8% | -172.3% | -44.3% |
| 5Y | -1.9% | +92.9% | -94.7% | -33.8% |
| 10Y | +78.2% | +255.7% | -177.4% | -14.4% |
| All | +85.6% | +281.8% | -196.1% | -16.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling